In this paper we compute the dimension of a class of dynamically defined non-conformal sets. Let $Xsubseteqmathbb{T}^2$ denote a Bedford-McMullen set and $T:Xto X$ the natural expanding toral endomorphism which leaves $X$ invariant. For an open set $Usubset X$ we let X_U={xin X : T^k(x) otin U text{for all}k}. We investigate the box and Hausdorff dimensions of $X_U$ for both a fixed Markov hole and also when $U$ is a shrinking metric ball. We show that the box dimension is controlled by the escape rate of the measure of maximal entropy through $U$, while the Hausdorff dimension depends on the escape rate of the measure of maximal dimension.
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