Yes, I had to drill 3 holes in the console to secure the base for the shelf. I tried other non-drilling methods such as hot glue, 3M double-sided tape, velcro, etc., but none of these worked. If you decide to drill, the critical thing is to remove the console first because the transmission control unit is located in the console, and drilling can cause damage to that unit.
Removing the console is actually quite easy. You first remove the torx bolt that is directly below the hand brake lever (under that circular plastic cover). Then you remove the shifter handle (see other threads on stuck shifters and how to remove the shifter). I don't think it's necessary, but it makes it easier if you also remove the cup holder assembly (just that one big torx bolt you can see under the dash). After that, simply lift both sides of the console's front with your fingers until it pops off (use a thin putty knife to pry up the edge of the coin holder all the way around until the coin holder unit comes out, then let the coin holder go through the hole that was holding it).
Once you have the console free and clear, you can drill holes in it (hopefully you already marked where you want to drill and made sure the passenger seat would clear that area with the shelf you want to attach). I suggest using bolts instead of screws and insert the bolts in from the inside of the console, rather than from the outside (i.e., the head of the bolt is inside the console). This way, you'll make sure there are no parts of the bolt that are touching the transmission.
Good luck!