Thats a cool site, Mikki.
If they are fabricating the cabs to order, I bet they would drill them. Shoot them an email and ask. Of course, the marquis cabs would be flat on the back side, which is maybe not what you want. That marquis shape is difficult to find in large stones, but you could always substitute a teardrop or briolette shape and get a similar effect. Not as striking, though.
Erin