Toward the end of the tour, the band released their first EP, titled Ask for It, in September 1995; it featured 1991 Peel session recordings, as well as covers of songs by Wipers and the Velvet Underground. The band performed its last show of the year on September 3, 1995, at the Molson Polar Beach Party in Tuktoyaktuk, Northwest Territories, Canada. The concert was a promotional event for the Molson Brewery, and also featured performances by Metallica, Veruca Salt, and Moist.

1996–1999: Celebrity Skin

In 1996, the band recorded and released a cover of Fleetwood Mac's "Gold Dust Woman" for The Crow: City of Angels (1996) soundtrack, the band's first studio song to feature Melissa Auf der Maur on bass, and produced by Ric Ocasek. Hole released two retrospective albums during this time: firstly, their second EP, titled The First Session (1997), which consisted of a complete version of the band's first recording session at Rudy's Rising Star in Los Angeles in March 1990, some of which had been bootlegged widely years prior. It featured the group's first ever recorded track, "Turpentine", which had previously been unreleased to the public. The same year, the band released their first compilation album, My Body, The Hand Grenade (1997), featuring early singles, b-sides and recent live tracks.