Hey. I've actually just finished doing something along those lines. I used a "woodburning pen" - kinda like a soldering iron, but you can get them with several interchangeable tips. They're made for "drawing" on wood, so the tips are usually much finer (pointier?) than a on soldering iron. (You can get them in any craft store or department. Mine cost $15 for the pen, about a half dozen tips, a holder (to prop the pen on so you can lay it down without the hot part touching anything), and some crappy paints.) The holes were not as small as you'd get with a pin, but.... well, they're smaller than the stick on a Q-tip (lol..the closest thing I had to compare them to, sorry!). It was surprisingly tidy, too. There were some "stringy" melted plastic bits around the holes, but I scraped them off with my fingernail after they'd cooled completely. I kept a scrap of wood handy to clean the big pieces of plastic off the hot tip - it'll get singed a bit, but won't burn quickly.
I hope this helps, and good luck with your project!