u can buy a hole puncher from size 2mm to size 50mm and probaly even bigger. u can allso make your own from a steel tube that u sharpen as good as u can sharper wont be nessesary.
u can use a gas tourch or a heat gun either way be carefull air bubbles can acure if heated to much or even burn
heres a picture of my setup.
so basicly u heat up the plastic to it goes a little soft then place the hole puncher and give it a good bash with your hammer.
if the plastic isnt heated enough it will either crack and explode. or the hole puncher wont go through. if its to warm and soft it will go out of shape. so yeah play around with it and find the right heat for your thickness of plexi glas or lexan.