Drill through or screw vertical 2x4 to wall?

Hello, I have little experience in DIY, so i hope anyone could help me out. We are making a closet like shown in the picture. I was wondering, to attach the vertical 2x4s to the wall, my idea was to let the screw start at the half using a 12mm drill so the head of the screw falls in. But then i was wondering what is best; drill a smaller hole through so that the head of the screw is clamped against the wood when i screw it directly in the plug thats in the wall or screw the screw through the wood into the plug, which possible give more strenght but is maybe harder to do it right? Thanks in advance

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