But you need to use the correct sized drill bit (usually 6.5mm) and make sure the drill bit is dead straight. If it, or the chuck has any wear and liable to wobble then you end up with a hole that is closer to the diameter of the screw (7.5 mm) so it doesn't create its own thread in the brick, block or concrete. Then you need to squirt some oil-based mastic into the hole or insert something to act like a rawplug.