You do not need lube sticks with holes down the center for Star Lubrisizers. Unlike the Lyman, RCBS and others, the pressure screw does not go through the lube on the Star. Put the lube stick in first, then put the pressure spring assembly in over the lube stick, and push it down.
I don't think it will hurt if you use sticks with holes, but I have never tried it.
Remember, if you use one of the newer hard wax lubes, you will need a heated base, and even with the older lubes it helps to heat the base a little to get things moving. Most of the oldtimers just use a light bulb.