If at first you don't succeed...

And if at second you don't succeed either....
OK, if you're trying to put a countersunk 5 mm diameter bolt with a 9 mm diameter head into MDF, use a 4 mm pilot hole and a countersinking marking line of 11 mm diameter.
I've finally got it right now!

(I wonder how many of these sorts of things you are taught/pick up/learn if you get the chance to do woodworking/metalworking at school?)