I think the holes should be filled, just to keep stuff from getting into the lock. But, I do like the lock to look converted, rather than pristine. I am also lazy, so drilling and tapping a bolt into the offending hole is just too much trouble, as is dressing the protruding ends of the newly made plug. I simply get some copper electrical wire that is roughly the right size to fill the hole, cut it with wire cutters, stick it into the hole, and peen it tight with light hammer blows. You can even do a slight countersink on the back side with a drill bit that is a size or two larger than the existing hole, if you are worried about the slightly domed plug interfering with the internal works. Once the copper ages a bit, the conversion looks very authentic.
Hungry Horse