Write software to create a custom STL file in the form of a Lampshade.
You can use a program like OpenSCAD or Blender to write code to create shapes that can be exported as an STL file.
OpensCAD in particular is a little glitchy but here are some custom lattices with different amounts of holes in them.
Here is some code to create a lincoln log like sphere.
Finally, you can use the OpenSCAD cheat sheet to perform operations on your code to get the desired shape.