Another method
I used to make holes for guitar pick keychains, earrings and necklaces using a safety pin.
Once you measure the precise spot where a hole is needed, take a safety pin which has electrical tape or something similar on the "lock end" - to insulate it from heat.
Then, hold the point end over an open flame (stove, lighter, etc) and let it get red hot.
Then hold it to the marking and insert slowly and steadily - pulling back smoothly.
This creates a hole with a little plastic bead surrounding the hole. It gives it a finished look of sorts.
Feel free to test it on another thin sliver of plastic to see what it looks/feels like.
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