Hello Mark,
Assuming nothing's being displayed on top of the images, I know of no reason that could happen except for those pixels being set incorrectly in the images, e.g. those pixels being set to a value other than the opaque value so that an underlying black background is showing through the 'holes'.
It's probably easiest and quickest just to avoid masks altogether and use PNGs instead, since the PNG format (which Hauptwerk supports) supports transparency (and partial transparency) natively.
If you don't want to do that, make sure that your mask BMPs are genuine 1-bit (i.e. true black-and-white, not grey-scale) image files, since Hauptwerk doesn't support partial transparency via masks (only via PNGs) and may treat any value other than the 'opaque' value as transparent.
In general, you should probably avoid partial transparency anyway, since Hauptwerk intentionally doesn't redraw the screen background when redrawing a control (for performance reasons), so partial transparency could lead to accumulation of density on the screen as controls are redrawn repeatedly.