I’d personally recommend against it. I’ll skip the detailed explanation of how a fiberglass skin bonds to its core, but the take home point is that is strength is from the aggregate of its bonding surface. Adding a point load to the skin alone does not result in a very strong fastener and really increases your chances of delamination.
a much better choice would be to epoxy in threaded inserts into the core material. What I do is is drill my hole through the skin and the core material. Then dig out the core material around the hole such that you have a big plug of open space behind the skin, atleast .25” greater diameter than the hole in the skin. An easy way to do this is to drill the hole, then take a router bit the same size as the hole, sink it so the shank is in the hole and then run the router to chew out a larger hole in only the foam.
Next step is to back fill the core with toughened epoxy, tape over the hole, and let it dry. Now redrill the original hole, and then epoxy in your threaded anchor.
doing it this way bonds the point load down into the core material and really increases the area over which the point load is exerting it’s force, which makes for a much stronger bond, and one unlikely to delaminate.