A masking plug and method are provided for masking a hole in a part during a finishing operation. The masking plug includes an elongated shaft having a first end terminating at a terminal surface and a second end. An outer surface of the shaft has external threads adjacent the first end thereof adapted for receipt in the hole. An enlarged body has a first end operatively connected to the shaft and a second operatively connected to a head. The diameter of the body is greater than the diameter of the shaft. The head has a polygonal configuration and is adapted for forming a mating relationship with a tool. The terminal surface of the shaft includes a hollow cavity formed therein which is configured to urge the outer surface of shaft radially outward in response to a pressure buildup in the cavity during the finishing operation so as to maintain the shaft in hole.