I didn't drill. No issues with anything moving.
Reasons not to drill: I have repositioned my controls at least twice. First time was shortly after I installed the new bar. After a few days of riding, I wanted it pulled back towards me a little more than the "stock" position. Second time was after my first track day. The guy who inspected my bike for safety informed me that my hands would be in a more natural position (i.e. less wrist strain) if I rotated the brake and clutch levers a little more downward. I tried it, and lo and behold, he was right. (Imagine that.)
Anyway, if you're using a bar that isn't exactly the same dimensions as the stock bar, you may need to fiddle with things before you find the proper alignment. Not exactly easy to accomplish if you drilled holes before install.