For vertical holes in frit-cast reliefs you can fill a drinking straw with plaster, cut while still wet and build the frit or cullet around it.
Already fused pieces can have the holes made much neater and smoother by using the above method in pre drilled holes. Another method is to wrap a thin strip of fibre paper around a pencil or end of a paint brush. Then push this circle of fibre paper into the hole. If this is the same height or a little less than the glass, it provides a clean fire polished hole, if the glass is taken to the high end of fire polishing temperatures.