Quoted:
When I install FSB's I use a laser level and a laser boresighter to make sure they're straight. But in my experience the FSB will need to be beaten on into position, then it should take a LOT of force to spin it and straighten it. Because of this, I always just straighten it up with the lasers, then remove the rifle from the vise and drill the holes through the existing holes in the fsb using a drill press. The existing holes do act very well as pilot holes because the material is some pretty stout stuff. I've only done this twice, but neither time did I need to hold the fsb straight while I drilled the holes, there is enough friction on it to hold it very well even without pins...
I used to think this too until my last Saiga 5.45 restoration. I had replaced the gas block and FSB but didn't drill the retaining pin holes for them. When I slapped on the muzzle brake (Russian long collar) and fired about 200 rounds the FSB was almost to the point of falling off the end of the barrel.
I'm sure you'd be fine with a muzzle nut or a slant brake, but I would still drill the holes since they're very easy to do with a hand drill, and even easier with a drill press.