I forgot to mention, I don't use them exactly as intended. Go ahead and drill the center of the spot weld with an 1/8" drill bit. You don't have to drill all the way through, but just in the first layer or so to keep the center pin from popping out. It will work pretty well.
I actually prefer to drill my 1/8" hole all the way through. Without the tension of the center pin, I more accurately 'feel' when the hole saw cuts through the different layers of steel. You just have to be more careful when starting the cutting. If it bites in unevenly, it can't just skip off to the side. It will break off teeth or break the center pin.