[BrianG]

No, just drill a pilot hole a little smaller (~20%) than the screws you plan to use and they will self-tap.

If using 3mm screws:
20% smaller than 3mm = 2.4mm. Since that is uncommon, I use a 3/32" bit (2.38mm)

If using 4mm screws:
20% smaller than 4mm = 3.2mm. Again, that is an uncommon metric size, so I use a 1/8" bit (3.175mm)