I'm not a surgeon, or a needleworker, or a tailor, or a swordsman, but I'm pretty sure that they'd all agree that to pierce a membrane means to go through it. I'll spare the cliche of reposting the definition, but you're welcome to look it up.

You think I forgot that he got hit? One or two seasons ago (I'm being vague to avoid the dreaded accusation of misremembering) he was hit multiple times with *hand thrown* spears, and they embedded in his skin, too.

So no, in case I was unclear, I was not trying to argue that Dany thought the dragons were invulnerable.