Butt-Head tries to remove it with a drill, but he accidentally tightens the screw, penetrating Beavis' other hand as well.
A group of cultists in the hospital notice that Cornholio speaks in tongues and has a hole in each of his hands and mistakes them for stigmatas, thinking he is the new messiah.
The duo decide that the place sucks and they leave without realizing that they had a chance of having sex with the women there.
[1] IGN comments that "Holy Cornholio" is a great episode, especially for longtime fans and says it has "pretty solid gags", also commenting that its plot is fresh enough that Cornholio's return isn't a retread.
[3] CraveOnline said the episode didn't feel complete and that "there was a lot of potential for Beavis as an accidental cult leader that seemed like it was squandered".