With the engine running get an assistant to seal the end of the tailpipe with the palm of his hand, if it's leaking you'll hear the hissing and can mark where the holes are.
I've never heard that before but as it only takes a couple of seconds to find leaks I doubt it would be an issue.
In fact, you don't even have to fully plug the tailpipe with your hand, even a restriction will be enough to find leaks.