Sorry I'm a bit late to the thread, first post here too.
I run a very small custom Kydex holster company out of VA. You can get a small set of eyelets from KnifeKits.com they also sell the eyelet flaring dies. Tandy Leather also sells eyelets and the flaring dies. Both companies are easy to deal with, there are some local Tandy Leather shops in some areas.
I highly recommend using the flaring die to get a finished look on the eyelet... if you don't want to spend the cash on it... perhaps starting with a countersunk head screw then finishing with a flange or cheese head or vice versa. Use light, consistent taps with your hammer to get the eyelet to roll properly, I highly recommend experimenting with the eyelets on something aside from your holster to get used to how they form. We use a flaring press, but $50-$100 is a bit much to pay to put a couple of eyelets in.
When drilling.. go very slowly (low RPM low pressure) with your drill, you can easily get the Kydex caught up in the bit and convert your holster into trash. We use step drills which work MUCH better than standard... but again, you're going to pay considerably more per bit.