Those holes are typical of organic produce. They are created by beetles or slugs and they are perfectly fine. When you don't use pesticides, there tend to be some pests! These bugs do not transmit any disease, they are simply seeking delicious, pesticide-free food like the rest of us.
We do our best to remove any bugs before we send the produce to you. However, it is not uncommon to come across one or two. If this happens, do not panic. You can add some salt, vinegar, or ice to your water and soak the veggies as an added precaution. Get the kids involved and make it a learning experience!