Hi Amando,
The hole tags are formatted by a dimension style. You have to use the text style you created as a substyle of the dim style associated with hole tags. You can either create a new dimension style that refers to your new text style , then go to your Object Defaults and map your hole tags to this new style. OR, just assign the text style to the dimension style already being used by hole tags, keep in mind that this will affect all other annotation types that use that same dim style.