Moo, that wouldnt work if there was a gap between the stone and the lathe and plaster as there normally is .
Screwing up a fixing will go thru the lathe and then into the wall, splitting the lathe, unless you can pack around the gap with a suitable material that wont compress,
My holesaw method is good or
A cavity fixing is required or a extra dwang or the only alternative nice bit of wood spanning the top of the window with multiple fixings on every post/upright.