Are you giving your hens any oyster shell (supplemental calcium)? Are they on layer feed?
Hens that arent getting enough calcium will lay very thin shelled eggs. The holes may be caused by the hens toe nails piercing them as they get off the nest, it happens sometimes with not thin shells, but most likely due to the thin shells. You want to fix this right away before your hens see the holes and start learning to eat the eggs- then you'll have a whole new, and not so easy to fix problem.
You can get oyster shell at any feed/animal supply store. Layer feed is really good for them, but not everyone feeds it, some just feed flock raiser. But if you are having troubles, try switching to layer feed and add free feed oyster shell. The oyster shell should be in its own bowl for them to eat as they need- they wont over eat it.
Definately up the calcium and protein- it will fix thin shell issues and watery eggs. Be sure they have lots of water too (especially if you live in the heat).
Hope this helps.