My first choice is to mill such things prior to cutting the curves. If the piece is not cut from a large blank or is bent lamination (or just steam bent) a jig to hold it in position would be my approach. My one-off jigs sometimes get a little involved but, experience has shown me that the time and effort spent on the jig is less than the time and effort spent doing it other ways. Your squared off piece drilled and then cut to shape looks good. I would want another piece as a backer. What are the overall dimensions of the piece to be drilled?
Any sufficiently advanced technology is indistinguishable from magic.
- Arthur C. Clarke