Sort of depends how often you think you'll want to change out the holds. Bolts would obviously make this easier without constantly putting more and more holes in the ply.
If you're not likely to change them then screws are far easier and strong enough.
All depends if you plan to change holds regularly...I thought I'd change them when I built my home board five years ago, but never have. So screws would have been easier for me.
If the holds have screw holes (more then just the anti-spin single screw) I'd use those for simplicity, if not, you'll have to use the bolts. Since you presumably won't be resetting your fingerboard you could just use plain nuts and washers rather than T-nuts (depends what's easier to buy).