Hi. Installing anchors is fine and there will be no problem with using a core drill into the finished surface + the pool shell. You can get them now in brass or aluminum and I recommend the brass ones for the inside of the pool. I'm not aware of any covers for them and that would kind of be a hazard if you cannot find covers.

My advise is to purchase and install the handrails at the same time you install the anchors. The handrail won't get in the way and it looks nice. Also, you may want to get the handrail that fastens to the pool deck only. This way you don't have to worry about drilling into the pool shell on limited space.

We got an extended "P" shaped handrail with two anchors on the pool deck (had to be grounded with the rest of the pool) and intended to only install the rail when my in-laws were visiting.
I had it installed offset to one side, instead of centered in the step, and it's perfect, and now we never take it out.
It's kind of nice to hang our towels on.