I'm using Si7051 and wonder if i can make a hole in the pcb just under the paddle pad leaving it in the air to decrease the response time.
That would not help much. The thermal conductivity of most PCB material is low and the thermal impedance for convection for the small pad area is high so the improvement would be minor.
A better approach is to make thermal cut outs on the PCB. That is put that part on an island connected by small supporting arms where the traces run. See also AN1026 for some calculations and additional suggestions.