Dont waste your money on drill bits for plexiglass. Instead just chuck a regular bit up and drill some concrete with it for about 10 seconds. It will dull the bit and i promise you wont crack your canopy. As far as using the #40 pilot first. It is dangerous because when u drill the hole up to size, the bit will try to pull itself through to quickly and blow out the back. If you use the pilot make sure you spin up your drill before u put any pressure on the glass. You want the bit to somewhat melt its way thru. High speed low pressure is key. Try drilling a few holes in the tiny amount of cut off from the canopy.
Mat -builder assistant