I had TCA Cross done about 3 weeks ago and the holes look deeper. Will they eventually fill in? (photos)

You have redness after the TCA, this should get better in the next 8 weeks. It is the depth we are after, not the visual changes of erythema (red). TCA CROSS will require 3-5 sessions. Given the scar type, focal CO2 can help. 
Acne scar revision is a sub-specialised field. For the best results, one should target the acne scar type with ideal treatments and not just one device. For example deep ice pick scars, and narrow box car scars can be treated with TCA CROSS peels, mixed scars, rolling, and atrophic scars treated with fractional devices such as Fraxel, fractional lasers, PRP and INFINI radiofrequency. Atrophic scars (depressions) can be treated with either fat grafts, or dermal fillers. Tethered and anchored scars are best treated with surgical techniques such as subcision. Other surgical techniques that we use include punch elevation, surgical elevation, punch excision and traditional excision of focal scars. 
The majority of patients will have a collection of different scar types, and hence a tailored treatment METHOD will be best. Careful examination, especially under angled lighting with scar mapping will give you an understanding of what are the best options for your scars. In the majority of patients its finding the correct combination that give you best results, and everyone is unique! All the best, 

Dr Davin Lim. Acne scar dermatologist specialist. Brisbane, Australia.