I don't know if you have already fitted the flap but, when a friend was fitting mine, he used a soldering iron to make the holes in the guard, ever so gently. Mind you, there was a brief stinky moment from the plastic. He fixes lots of mudguards and flaps for people so I presume the end of the solder is only used for that purpose.
The guards didn't come with flaps. I've ordered some Audax Ecosse ones, but I'm slightly concerned that I've fitted the guards too close and the nut might rub on the tyre.