Nothing really wrong that I (or anyone else it seems) can see. Might need to see how you're calling it and what's being passed in, & how you're using what's being passed back. But if you don't mind some nitpicking:

sub find_holes {
  # No need to dereference and create
  # a whole new array
  my $aref = shift;
  # This would probably be quicker w/a for loop and
  # just saving the max & min, but what the hay...
  my ($low, $high) = (sort { $a <=> $b } @$aref)[0,-1];
  my %isthere;
  # Hash slices are quicker
  @isthere{$low..$high} = ();
  @isthere{@$aref} = ("yes") x @$aref;
  # Grep first, sort last (fewer things to sort that way)
  # (and you sorted numerically before, why not now?)
  return [
    sort { $a <=> $b }
    grep { !$isthere{$_} } keys %isthere
  ];
}
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