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Someone responded and said that they were more than likely trying to get at eggs laid by bees that had been there.
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I sure makes sense to me.
Have never seen bees making holes into healthy wood.

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And what can we do to stop this?
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One thing that comes in mind...perhaps coat the shingles with some kind of penetrating oil, what makes the wood somewhat "unnatural" to woodpeckers and hopefully avoid looking for bugs.
Konrad

It's possible the holes were made by carpenter bees. The woodpeckers typically are after the larvae or pupae more so than the eggs.

Here is a link that might be useful: Carpenter Bees

I am still undergoing the scientific research process with my new product that kills wood boring bees on the spot. While in this process, I am willing to come to your home and help with your invasion problem. I will deeply discount my normal hourly charge as my product is not on the market yet. My email address is killswdbrngbees@aol.com