Yup, the holes go all the way thru. Yes it cuts the wire but there is a fix for that. Remember back when you had to sand or file the ends of the grubs on the (insert name of older rda/rta here)? Yup, that trick still works and you do learn when to stop twisting the grub and not cut the wire. The first Aromamizers had the holes go all the way thru too! (just sayin').
With an extra set of grub screws, could you file a grub screw flat, screw it in on the inside hole of the post just enough to fill in the hole? Hope I described it so you can see it in your minds eye..... basically you'll have two grub screws in each post hole, end to end and be pinching the wire between them. The inside screws, once in place will be left stationary, tighten the outside screw as normal. If the inside screw turns while tightening down the wire you could put a light stake on the side of the post with a center punch to keep the inside screw from turning.
Ignoring a customer with an issue like missing parts is BS! 
