To penetrate, perforate, or cut through someone or something. A noun or pronoun can be used between "pierce" and "through." Rays of sunlight pierced through the clouds. The metal beam that had been hurled by the tornado pierced the building clean through. The bullet didn't hit any organs when it pierced through him.
pierce through something
to poke through something; to penetrate something. He pierced through the meat with a fork and then put it in a spicy marinade. Mary pierced the yarn through with the knitting needles.