I always see those holes in my plants during some times of the year, I think those are caterpillars that later become butterflies, I don't mind and I don't spray them with anything, unless there's too much damage to the plant, those are only few holes don't worry about it, that's just the life cycle.
I planted once some leafy vegetables and they were fully eaten, so unless you have vegetables you have nothing to worry about, but keep an eye on your plants anyway, so if there's too much damage to risk killing the plant then you should spray.
