(I am aware of a similar question here but I feel the answer on it is too open-ended)
Assuming that the population is unchanged between both sampling stages and that we're using sampling without replacement, we would have the following probabilities for selection at each stage:
$$P(x_i \in S_{pilot}) = \frac{n_{pilot}}{N}$$ $$P(x_i \in S_{full}) = \frac{n_{full}-n_{pilot}}{N}$$
Because the events are mutually exclusive,
$$P(x_i \in S_{full} \cup x_i \in S_{pilot} ) = \frac{n_{full}-n_{pilot}}{N} + \frac{n_{pilot}}{N} = \frac{n_{full}}{N}$$
and so the probability of selection is the same as it would be if a sample of size $n_{full}$ had been taken from the population.
Is this correct or am I overlooking something?