There are loads of different tricks for patching burr veneers. But the fact is you'll probably have to do some remedial work on the majority of burr veneers you use, so either go into the job prepared for that...or stick to plainer veneers!
Tiny pin prick holes are often filled by the moisture from the glue swelling the fibres and closing up the hole. One of the side benefits of hammer veneering with Scotch glue is you get this effect automatically. Another way of maximising this effect is with vac bag veneering, the vacuum pulls the glue deep into the pin hole and swells the fibres that bit more.
For larger holes and voids you're probably best patching. Start by covering the hole ON THE FACE/SHOW SIDE with masking tape or even sellotape. Then flip the veneer over and work from the BACK/GLUE SIDE, filling in the void with a knifed out patch or patches cut from scrap sections of the same veneer. Basically you want to patch using the darkest bits you can find. Hold them in place with a bit of PVA rubbed in with your finger. It's one of those techniques that all comes good in the final finishing, so have faith and stick with it, the final result will look better than the interim steps.
You can use special veneer hole punches, either bought to shop made. Every professional veneer workshop has loads of these but you'd be surprised how often full time veneer laying craftsmen just knife out their patches with a scalpel.
Another common solution, especially for smaller burr veneers for things like side tables or boxes, is to tape the flattened veneer to a window with the glue side facing you. You can then mix up a stiff blend of epoxy coloured with earth pigments to a match the darkest shade naturally occurring in your veneer. Fill the voids, flatten off, and lay the veneer once set. Again, you'll be surprised how effective this technique can be.