If you're referring to castellated pads of the sort found on the edge of bluetooth modules etc, then the way to do it is just create an oval pad with a plated through hole. Then, you have to have the boards panelised but not routed out (if the pcb fab use a router to separate the boards, the rotating action of the router bit will tear out the through hole plating as it moves along its path). Instead, the boards should be cut from the panel using a dicing / singulation saw as these are precise enough to saw down the middle of a plated through hole without damaging it.