I’ve given Carl Boro a lot of credit on this site, and no wonder. If anyone knows about building sparkleballs, it’s Carl. Probably his very best tip is the step drill bit. Carl uses the bit in a drill press. (video here) I use mine in a hand drill. The bit costs about $14, but it makes absolutely perfect holes. Lights slip in, and they stay put. You can drill up to 4 soft cups at a time. And I’ve stuffed as many as 4 lights in a single hole, although 2-3 works best.
But in the end, any hole is better than no hole! So just do it. . .like the man in Canada who put holes in his cups with a screwdriver he heated up on the stove :) A sparkleball is very forgiving.