The observation of cirriform clouds (i.e. ice crystals) in the holes
is strong evidence that the Bergeron explanation is basically correct.
Amazing just to look at ... and if you understand the physics it's
even more amazing.
TL;DR outline: Supercooled water droplets. It's thermodynamically
net favorable to form ice, but there's a barrier to overcome. If
you manage to nucleate the formation of ice, not only does the water
turn to ice, but there's latent heat left over, which helps form
the hole.