Hi TDC,
It's not really a cooling issue, not exactly - it's the softening of the epoxy at the bonds to the copper coils. If your plan ends up reducing the "wetted" area in the bond, then it won't make anything stronger. Open holes through the coils has been tried many times, and it appears to help. I'd do it by putting a soft filler into the hole while putting the coils into the mould, and cutting it out when done.
The best thing to do is to not use epoxy resin at all. I believe the resin of choice is polyvinyl ester, which is more heat resistant. And more expensive, but not massively so. Since many people have to buy a full gallon jug of epoxy just to have enough to cast the stator, the rest is wasted - meaning that the PVE may not actually cost you more, depending on what quantity is available in your area.
Some people put aluminum powder in their mix of resin, arguing that the aluminum particles conduct heat, too. I'm not so sure, but maybe somebody's tested that and knows for sure.
Wood is very bad at heat conduction.