Thermal vias in Eagle (CAD)
Use pads.

You can use an array of pads to create these thermal vias. The difference between pads and vias are that pads always go all the way through, vias can be blind or buried. For thermal vias, you want to go all the way through, so use pads.

If you use holes there will not be an electrical connection through the board, thus minimal thermal conduction. So it's rather pointless and will likely only cause DRC errors related to placing metal (for the thermal pad) too near a drill hole.

Here's an example from my library using pads for thermal vias.



Just connect each of the pads to the same pin as the ground pad. This makes them of the same net before being placed in the layout editor, thus avoiding the pad-to-pad or similar possible DRC errors.