For simplicity's sake, I'm going to assume that you already have a mesh and a "piece with holes" in vector form. If not, we have existing questions on how to do that:
Here is what I'm starting with:
To "flesh out" the grid of triangles, I'm just going to apply a thick stroke to them:
I'm going to then expand the stroke using Object → Expand then Merge the grid (Merge can be found on the Pathfinder pane). I did a bit of clean up so that we're only left with a single compound shape for the grid:
Now I'll place the shape with holes over the grid. I have filled the circles with red to keep track of what I want "knocked out" and applied the same stroke as before:
I'll then duplicate the long rounded piece so I can use it as a clipping mask. Expand the shape's stroke and fill as before (as well as the duplicated piece). It should look like this in Outline View:
Release the compound path of the shape that we duplicated and delete the inner shape. Then use it to apply a clipping mask to all of the artwork. Almost there!
Merge all of the artwork and delete any shapes that are not filled with black (or whatever stoke color you used). This should leave you with the final compound path of your shape to be cut out:
3D Extrude & Bevel applied for style points: