In this paper, a novel Poisson hole process (PHP) modeling of wireless networks is proposed. We consider a more general hole shape, i.e. circular sector holes in a random direction, to capture the spatial separation between tiers in a millimeter wave (mmWave) heterogeneous cellular network (HCN). In this case, small cell BSs (SBSs) and macrocell BSs (MBSs) are distributed as a PHP and Poisson point process (PPP). Due to fundamental propagation differences between mmWave and microwave frequencies, we incorporate blockage and directional beamforming in the network model. Using tools from stochastic geometry, the evaluation of the coverage performance in a two-tier mmWave HCN is provided. Since the exact formulation of distance distribution, association probability and coverage probability based on PHP modeling of SBSs is not known, fairly accurate expressions for them are derived and validated by simulation results. Moreover, some interesting facts about the effect of holes on coverage probability and the relation between proposed hole configuration and prior models with circular holes is discovered. It turns out that the analysis based on the proposed PHP model can provide a more general study than prior works and the proposed approaches are more accurate for two-tier HCNs than independent PPP-based analysis.