I have cut into the bottom of Department 56 buildings many times. I have also cut windows out to put glass in place of the random openings. You will need a dremel and a diamond wheel, about 18 dollars for the wheel. It cuts like warm butter. I have never cut into a Lemax building but I would assume it would be the same. Make sure the building is secure and wear safety glasses. You will also need a shop vacuum running because it creates a lot of dust. I have never used water, just had some one hold the vacuum with two extensions right behind the wheel.
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