My youngest son has thrown a tent peg onto the conservatory roof and it has gone through the outside membrane and at least one internal layer possibly two. It has not gone through the whole thickness of the roof. At the moment I have stuck some tape over the hole but would like some advice about a permanent solution. The hole is about 4 mm diameter and has pierced the roof at an acute angle.
It sounds as though you have a poly roof which aren't sealed units therefore the hole will not leak into the conservatory. It would be prudent to cover the hole for the sole reasons of keeping muck out over time. If you can live with it though then it would be ok. These poly sheets are replaceable however but be careful if doing it yourself to get the same thickness and colour (these panels can fade over time and can be different shades from different suppliers). The other thing to be mindful of is that depending on the roof system, the cappings can sometimes need a special tool to remove them, this can be gotten round most of the time with the use of long nose plyers a couple of screw drivers and a hole load of patience! Hope that helps.