They make a really cool hole saw with a larger clear plastic cover.
You let the hole saw pilot bit make contact with the work and then push the spring-loaded cover make contact with the cieling/wall surface.
Because it is clear plastic you can see what you are doing while all the dust and debris is contained. Pretty cool...
with the sawzall, use the plaster blade. No big deal. Use high speed and light pressure. Don't go "agro".
"Secret Tip": tape the shop vac crevice tip to the sawzall so it draws the dust right off the blade.
KT