Brad

All mobius strips are actually two sided - the main side and the edge. While smaller that the other side, the edge still has 2 dimensions, making it a side. If we were to assume that this edge were infinitely thin, a problem occurs; we would not ever be able create this mobius strip, as the stated criterion are inherently impossible. If the mobius strip is not a one-sided shape, there is no need to explain the hole - it simply tunnels through one surface to reach another connected surface. This is not a wormhole, unless it has indeed been created by a worm (in which case we have bigger issues.)

It is therefore my beleif that the mobius strip hole is nothing more than a simple hole, a tunnel that has been forced by the geometry of the shape to be "bent" (from the frame of reference of the shape itself.) The confusion is meerly a weakness in our abililty to explain such a phenomenon in scientific terms.