How small is the hole? If you are talking a hole right where the blossom was, or the exact middle of the melon than perhaps you have blossom end rot which is rotting and not a pest eating the fruit. Adding calcium in the form of lime or bone meal will help. If there really is a hole from a pest than I would suspect mice, rats or birds are trying to gain entry to the fruit. Try covering the crop with a spun polyester blanket sold under the trade name Remay. This allows the sun and rain to penetrate but protects from the fruit from pests. It will also help to hold in heat at night if you are trying to grow melons in a cool part of the country. Keep growing, Marianne Binetti