Clamp holes can be seen on the backs of these piers and in several other places close to where the blocks join. These were presumably added once the blocks were erected to hold them in place.
The holes on the sides of the piers are carved for the insertion of fixings for the doors which stood between them.
Notes
This image shows that is no standard size for the blocks used in the Sebasteion. The only pattern that is noticeable is that the capitals are carved from separate blocks to the rest of the shaft.