Unless the hen actually lays the egg into your hans and the hole is there when the egg lands in your hand, I would be pretty firm on saying there is no way these holes origin from inside the hen: The holes are pecked after the eggs are laid. My cots do it as well. Not every day, but quite often there is an egg with a hole in it. The holes have sharp edges meaning the missing shell was broken off after being formed, it hasn't just not been properly formed. And as there is nothing inside the hen that could poke such a hole in an egg, it has to happen outside the hen. Also the holes tend to be pretty neatly beak sized.
As to why they keep pecking at the eggs, my guess would be they are curious. Maybe they do it right after the egg was laid, when it's still shiny from the moisture inside the hen. That would explain why it's usually only one egg a day - whoever does it is unlikely to stumble over eggs laid by other hens while they are still moist, she's more likely to see her own egg.