My problem with it is that it posits a new process--the pilot wave--that isn't mathematically necessary to explain the observed data.
So what? It's a hidden variable theory.
(I had to go double check my recollections on this!) It's not at all a new process. DeBroglie proposed it as early as 1925, but abandoned it, ironically enough, precisely because Bohr pointed out to him that it's non-local.
Correct me if I'm missing something, but the fundamental difference between Bohm's (pilot wave) and Bohr's (standard) interpretation is Bohm's claims that a particle exists between the time it's created and the time it's observed and Bohr's claims that it doesn't. Which one strikes you as requiring more black magic?