Definitely go the tube route. I looked up Ken's videos the other night, couldn't find exactly what I was after except a couple of small shots of small tubing acting as a temporary conduit as wires were introduced then tube removed. Then I got distracted for an hour watching more shows.
But this morning I thought I'd give the method a try and yeah, problem solved IMO.
I saw a bit of old 1/4" copper tubing in the shed, not exactly round, a bit bent and not squared off. OD was 12.5mm approx and ID 11mm. I gave it a bit of a twirl on a belt sander to give the tapered sharp edge on the outside. Didn't bother filing the inside of another piece to see what difference there'd be in the foam.
So bit of a twist and plunge into unsupported 30mm thick Knauf board and it worked really well. A bit of tear at first to be honest due to the non squared end, particularly seen below in the incomplete hole. But being less aggressive, but still relatively quick, the last hole at the bottom was smooth as. I noticed a bunch of old tent poles in my shed that would produce a couple of other diameters too. Diameter of the holes in the foam matched the OD of the copper tube. I reckon any thin metal tube will give equally good, quick and accurate results.