Use the overlapping object rule:

"When two or more objects occupy the same region of space, a simple rule applies. The properties of the common region are defined by whichever object is listed last in the Non-Sequential Component Editor."

If you define an overlapping cylinder of air after the mirror in the Non-Sequential Component Editor it will act like a hole in the mirror.

Thanks David! 

Is there a way to do the same thing in sequential mode for visualization purposes?  

In sequential mode, rays encounter objects in the order given in the sequential data editor. For example, if this is a telescope, once rays reflect from the secondary toward the primary, it is as though the primary is no longer there. They will go right through the same space without encountering anything. This is unlike non-sequential. You could place an object there, even a second instance of the primary, just to see the relationships.