Here's a sooper-quick 'n dirty illustration. This is a cylinder with Hole material applied to the top face in Wings. Once in Bryce I applied a simple coloured material to the whole object, and the Hole material is just ignored by Bryce. Don't know if that answers your question or not. There really isn't a way of getting rid of a face completely in Wings, leaving a hole, because it has to be a closed mesh (far as I understand it). Only way round that would be to intrude with zero thickness to the walls, then select a matching inside and outside face and Bridge. Then you'd have two missing faces ;^)