Sugar cookies have pin holes after baking, any suggestions?

Answer 1

I would say it's the fat in the recipe. If you are using bargin brand shortening try using Crisco or one of the better brands. You could actually substitute butter for half of the shortening also.
If you are using all butter then break it down with some shortening or make sure the dough is very cold prior to placing in the oven.

Answer 2

Make hole in the dough with something a bit bigger before cooking to allow for expansion of the dough as it bakes try a Bic pen minus the inside(the cheap plastic ones that are see Thru)If you are using the hole like to string something thru.