Yeah, I don't really like drilling holes in sets either - but I found a good way to practice those type of animations is to get one of those peg boards - the holes are all there, though in geometric order. Of course, having to drill holes in sets kinda forces you to think about what you are doing a little more.
These are the main methods:
Tie-down: what you heard - basically drilling a hole and screwing a screw into the foot of your character. This system works better than any other, since characters can be heavy - especially in mid-stride.
Magnets: You need really strong, rare-earth magnets if you want to work with a slightly heavy character. This also requires a sheet of metal under the set and for the character never to go too far from the sheet of metal.

Every system has it's downsides, though you gotta get used to that with stop motion - there is no perfect method, no perfect armature, no perfect camera. Some things just have less problems.

Try mixing some color animation clay to fill the holes. You can get a close match in color between the floor and the clay.  I pre drill all the holes and fill them with clay. That way you won't have the mess from drilling and won't have to keep picking up the drill.  Just keep poping the clay out of the hole you are  about to use and fill the one the foot is coming out of.

It can be done that way but you might have to adjust every frame. A layer In After Effects is much more effective but requires that program .

Yeah, I'm just using holes for the first time.  It's a puss-filled-supurating-sore  to do and really fiddly but WHAT AMAZING RESULTS!