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Well, anyone who's been to the dentist for both a filling and a wisdom tooth can tell you that there's local anasthetic, and then there's local anasthetic. The scalp gets local, and then the skull bone, pia mater/dura mater/arachnoid membrane, and any portion of the brain itself has no pain nerve endings. As best as I've seen, these sort of whole-brain studies end up with a single cut of the scalp, pulling it over like a flap, and then electric-buzz sawing around the skullcap for easy access to much of the cerebral cortex.
Also, keep in mind prehistoric/third world trepanations, ie having a hole sawn into your skull by a witch doctor, done in what amounts to a dirt floor village with the sun for lighting and remarkably little for anasthetics.
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