I have a few stamps with holes in them. These are Perfins. In philately, a perfin is a stamp that has had initials or a name perforated across it to discourage theft. The name is a contraction of perforated initials or perforated insignia. They are also sometimes called SPIFS (Stamps Perforated with Initials of Firms and Societies). You can read more about these here:

You can read more about HMSO here: