Pod Monsters!
I would suggest cutting one of the damaged pods off low, so a good portion of the stem is still attached. bring it indoors and carefully cut a portion of the outer layer of the pod off without breaking the seeds off. You should then be able to see if there are any bugs inside, and kill it! That will prevent it from getting into any of your other pods, and also keep it from reproducing!
You can then set the pod/stem aside to ripen the rest of the way. (Some plants finish ripening, some do not... it also depends on how mature the pod is at the time.)
You can also then decide whether to do the same to the other pod or not. I wouldn't be afraid to try. If nothing else, you will learn about what is going on. As you still have 5 undamaged pods, it isn't a big risk to remove 2. And like I say, you might be able to find out what is doing the damage and kill it!
Usually when I have "pod invaders", there is nothing inside. Apparently the bug crawls in and then leaves. However there are times when I either find something ugly, or find a sad amount of damage to the seed inside. Most borers try to get inside before the seed is ripe, as it is soft and delicious!
As far as the other pods, I myself would keep an eye on them, and I wouldn't bother covering them unless another one gets attacked. Then I would definitely cover the rest! (Covering the others is up to you, but I usually don't bother unless the problem becomes rampant.)
Good luck.
[If you DO find something gross inside, post some pics! It will certainly help others who run into this problem.] As I said, I usually don't find anything, but when I do.... Oh boy!