Bee,
I have opened the Exhuast pipes before by using a NEW sharp pointed hobby knife. Positioning the tip in the center of the pipe, and twisting it back and forth until the proper hole width is achieved.
Doing it this way is dangerous, however, because if you apply too much preasure, the knife will break through the pipes and damage your model (not to mention the damage you could do to your "Blood Pipes"!), as my scared fingers can attest! [:0]
I have used soda straws and ink pen fillers for exhuast pipes in the past, because it provides a nice thin walled pipe which looks realistic.
Frank