Is this because the holes are created with different Hole wizard settings?
If so, have you looked into using a Hole Table?
This can add tags to each of the holes automatically.
I've never looked into that but it looks like a handy feature. I found a different solution consisting of selected the sub components of a feature in the feature tree and then changing the layer. For some reason selecting a single feature in the feature tree changes all of the features to the new layer rather than just that feature but selecting the sub sketches and hole properties will allow you to bold just those holes.
If you don't want to use a hole table, you can also indicate specific holes by modifying the dim/callout: 4X .236 THRU, INDICATED Y
Then place a "Y" note at each hole.
This is an ASME method, but unfortunately, indicators aren't linked, so there's maintenance involved.
I submitted an ER to add an indicator property to the HW hole so all holes of that HW series display the indicator letter (when added) at each hole (like is done w/section line).
Then you would select its "indicator" callout variable from the list of callout vars to modify the callout, pulling the data as is done with the other hole data. All linked together.