Hi Paul.
Dont get yopur ply from stores like B&Q, Homebase etc. Get it from places like alwayshobbies.com in Norfolk. It is 5 ply and good quality.
There are more UK suppliers listed here:-
http://www.scrollsawvillage.com/wiki/in ... _suppliers
If it breaks out when drilling (use a 1/16" bit) then place a piece of scrap wood underneath and drill thro' into that.
Cheers
Keith