Use a sharp pointed awl,or scribe,to scratch a small round mark in the paint.This will have the same effect as a center punch,and stop the bit from walking.
If the pilot bit on your holesaw is pretty large,you can use a smaller bit first,which is easier to control.
If you don't have the fancy holesaw with a depth stop,you can wrap the holesaw with tape just slightly above the teeth.This will help prevent it from dropping through and catching the headliner.
One other tip,is to set and double check the depth of the pilot bit on the holesaw BEFORE you start drilling.Make sure it only sticks out about 3/8" past the teeth,or it will go through the headliner.Once the holesaw is almost through the metal,I usually stop,and retract the pilot bit until it is flush with the teeth.Starting a smaller pilot hole helps here too.