We planted a Methley Semi-Dwarf plum tree in our front yard in approximately February of 2015 (through Friends of Trees in Portland). In the last month or so we have noticed that the leaves have small holes in the them, and there are also some insects on them. We have been fairly good about watering at least once a week when it's not raining, and have the base of the tree mulched. Aside from this, we have not done any special maintenance.
The insects are not related to the holes in the leaves. The insects are aphids, which are piercing/sucking feeders that extract plant juices. It appears you have a the exuvia (skin or exoskeleton) of a ladybird beetle larva that molted and is probably eating the aphids. That's good!
The holes are probably caused by a disease called shot hole. This is caused by a fungus.
Check UC IPM's Shot Hole information for more information.