Sew up all your large holes (over the size of a dime) after you have fleshed the pelt. Anything larger than a quarter should be ovaled or diamoned as explained above.
Many threads can be used for strength and getting thru the tanning process, I use uphostlery thread, others use floss, and just plain thread. Most will be cut when they process the fur any way. But thats usually not till after it's tanned if you have fleshed properly.
Most tannery's will watch for large holes and work around them, but don't count on it. Some will sew large holes back up others just move on, depends on the pelt guy I guess.
If you sew use a over under stitch, works out real smooth, not just a pull together stitch, the first pulls the edges together the second just pulls the pelt together and bunchs up the fur. which should all be on the fur side, none should be showing on the leather side.
Use a small needle and keep the stitchs about an 1/8 of an inch apart, to close and they will rip out when the pelt dries, to far away and they will pucker and you will see the line of sewing on the fur side.
I've sew and lot of pelts people have shot up and most have to be re-sewn when they come back, however they have not been larger than when they left me, if sewn tightly first.