Filling the hole, as you call it, is actually called plugging it. The other option is a Slug. To answer your questions in order,
1. Plug takes 24 hours per batch to dry. Most thumb holes take two batches. If it is hotter where you are, it can make the plug set up too quickly and may be more fragile. I like to wait an extra day to give the plug plenty of time to cure.
2. Slugs and plug can be sanded and beveled. Slugs are actually easier to adjust because they are made of urethane, which is a softer material.
3. If the cracking can be drilled out and then still be fully inside a the reach of a slug, that is fine. I usually prefer to plug, and then slug any ball I am fixing the cracks in. I am a better safe than sorry kind of guy.
4. Putting a slug in a ball does drill out a larger hole that the slug is then drilled in. This takes out extra weight, and can take out a bigger chunk of the core than just drilling the thumb into the plug. This isn't bad, but is different. A lot of the time, companies like you to put a slug in because it makes the cores more dynamic. That isn't always the case though. Also, when you drill into a ball, your thumb will touch the coverstock, fill material, and core material all at the same time. This creates different levels of friction on different parts of the thumb. That is why I recommend slugs. Then you are only touching one material with your whole thumb. They do make some slugs out of Vinyl. I find these thumb slugs to not only be too tacky for most people, but they also seem to expand and contract with the temperature changes. I don't like them at all. I prefer 100% urethane Turbo Thumb Slugs.
And finally your foot note, Just because the holes look the same doesn't mean that they are the same. When a hole is ovaled, it creates funneling. This makes the bottom of the hole tighter than the top. It is very possible that he just didn't bevel the funneling out enough for you. He will be able to fix it in a couple of minutes if you tell him where it catches up on your thumb. Best of luck Michael!
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