NO, do not drill holes into the speaker. That is absolutely NOT necessary. You are simply confused about how the stand works. You have put something together wrong. The Dyn stands are very complex to assemble. You've obviously made a mistake somewhere. Trust me, when assembled properly the stand will bolt to the speakers via the provided hardware. Can you take it all to the dealer?
Dynaudio Stand 6 and Contour 1.4' installation
I just got mounting plates for my Contour S1.4's and the Stand 6. The holes don't seem to allow me screwing the Allen bolts into the mounting plates. My dealer says I should be using the provided screws to screw into the base. Should I be drilling into the speaker base? Anyone with experience on this?