I have an old Dremel 57-2 ($25 at a yard-sale!!) that uses 3" pin-end blades. I found a trick online that actually works, though....if you take a piece of thick metal, drill a tiny hole in it (just barely bigger than the pin....start with your smallest drillbit, and if the pin doesn't fit, use that as a pilot hole for the next size up until you have a hole that barely fits the pin). Take a scrap wooden block, drill another hole through it (any size, I think I used a 1/2" bit), then firmly attach the piece of metal with the holes lining up. Place the pin into the hole so that the blade lies flat on the metal with the pin sticking up, and tap it with a hammer. One light tap usually knocks it flush with the blade. You can then either use a pair of pliers on the other side to wiggle it free, or use an old icepick to poke it the rest of the way through. This leaves a hole in the end of the blade, but makes it so that you can drill and thread the blade through a slightly smaller hole. To attach the blade to the saw again, simply take a paperclip, trim off a small section near the curve so that you have a "U" shape, and thread that through the pinhole. Now mount it to the saw as you normally would.
May not make *much* of a difference in pilot hole size, but it definitely makes threading the darn holes easier, and if you keep a broken blade handy, you can drill a really tiny one, use the broken bit to manually extend the hole a bit, and technically only cut holes the thickness of the blade itself.