I've never seen anything like what you describe. There are molds, like for pendants, that have little spikes in them to make holes, but I've only ever seen them used with frit packed into them.
It's super easy to drill holes in glass, though. I was really hesitant to learn to do it, but with the Foredom it's very easy and we've made tiny holes in even really small pieces. Not sure if you can use a Dremel with water or not- never tried it. If you're going to need holes in many pieces, you might want to invest in a Foredom:http://www.denverglass.com/foredom.html
We love ours. We cut, grind, polish, etch, and poke holes with it. Good luck!