Ideally I would suggest to drill from the inside out still, but appreciate that there are times where this just isn't possible. I would minimise the chances of any blowout by using a smaller drill bit first, avoid putting undue pressure on the drill (and as has been suggested, a piece of plasterboard over the top won't go amiss)!
The only other consideration I would say to make if you are drilling from outside in is to angle the drill upwards very slightly to avoid the chances of water ingress. Hope this helps!