The hard-core way I use is I place normal hole pads for a double sided PCB in suitable positions and then make the board size so the milling machine cuts tru the middle of the pads leaving a half circle plated pad with a half hole that is also plated to be used for soldering.
I think there are other ways too but this one seems to work quite ok. If you choose a really tiny pic package then it could be possible.
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