For instance, if a micro-meteor created a bullet-sized hole in the International Space Station, it would take 5-10 minutes for the air pressure to drop to 0.5 atmospheres. The kilometers-scale space colonies described here would take much longer. More than enough time for some drone to patch it, or for the inhabitants to get to "life boats" or some sort of shelter.
I think the important part, then, would be to design the shell such that damage in one part can't spread too far.