I'd only do it if you are running so much fuel that you can't get the turbo back on the map even with the gate wide open.
I didn't notice any LOSS of performance, so it doesn't seem to hurt anything. I drilled the hole somewhat large-- over 1/2". Then a blended it with a die grinder.
The noticeable change came in wastegate effectiveness. Before, the gate wide open would dump boost and go down to 26psi.
With the scroll drilled, it will dump boost down to 22psi when wide open (no boost elbow).
I have a needle valve on my WG line so I can dial in anything from WG blocked to WG wide open.
It's a very subtle, modest change.
If you have the $$, I'd recommend an full-on external gate for maximum tuning flexibility and control.
Justin