What are the rules for making your own conduit KOs in nonmetallic junction boxes?
It's OK to drill a hole in plastic, in fact a lot of them don't even come with knockouts - for example 

http://www.carlonsales.com/productdrawings/E987N.pdf

The zip boxes and others with integral NM clips - I doubt they are listed for use with conduit but even if they are, I'd use one like that linked above.