What the other guys said.
http://creatures.ifas.ufl.edu/urban/stored/cigarette_beetle.htm
I have seen people suggest that a commercial deep freezer is needed to kill the beetles. I'm afraid that suggestion is wrong.
From the link above:
Items can be placed in the refrigerator or freezer (16 days at 36°F, 7 days at 25°F or 32°F for four to seven days) to kill all stages. Place items in a plastic bag to reduce condensation problems during thawing. Heating small quantities of infested material in an oven (190°F for one hour, 120°F for 16 to 24 hours) also is effective.
I use 1 day in fridge, 7 in home freezer, 1 in fridge. Double bagged cigars with air removed from bags. Home freezers are between 25-32F so this will work just fine.
I have found several beetle holes in cigars and saw a live adult once (over the years ... 4 different incidents). I have also found a live larva once when I dissected a Puros Indios for educational purposes (so that makes 5). I freeze anything that is not going directly into my humidor used for "will smoke soon"cigars.
You also need to clean out the humidor as well .. vacuum it out, place in direct sunlight a couple of days or wipe with alcohol or peroxide.
You can use liquid pectin and some wrapper from a junker cigar to cover the holes if you think they will interfere with smoking the affected cigars. I have used a finger to cover the hole before, appears to work OK.
Because you found multiple holes in multiple cigars you need to be extra diligent in taking care of this. A single beetle is not much of a concern ... a pair can result in a beetle party.