Indeed I have. I tried drilling a hole down the center, many years ago, on a finished shaft. If memory serves it was 1/4 inch by 5 inches and I did it twice. The first one was successful, the second not so successful.
The problem is heat. When drilling into a blind hole without a hollow bit that can be air cooled, you run the risk of overheating part of the wood, which is precisely what happened. The excess heat caused a warp. Remember now, these were finished shafts.
You can, however, pre-drill a hole in a shaft blank (1inchx30) prior to the turning down process, but even then there are no guarantees.
The reason Predator, OB, and others can get away with the hole in the middle is because of the structural strength afforded them by the laminated pieces.