I think "T" is right - 'you'll be fine' - but I've not seen it done.
I've drilled cordierite and it cuts well. Use a masonry bit. I wouldn't worry much about tape on the side you are drilling - it's the backside I'd be more concerned about. Maybe drill a small hole through the stone, then drill a a little on one side and finish from the other side (to avoid chipping).
In simple terms, the presence or absence of a hole makes no difference in the expansion of a material (such as cordierite). The interesting part is that when you put a flame on it, then you get thermal stresses (expansion) beginning at the walls of the hole. Still cordierite, from my experience, is pretty durable stuff - so I think it will work.