The lock-on ergonomic grips on your bicycle have hardware that fastens the grip to the handlebar. The right grip has an expanding end cap that is adjusted with a 5 mm allen key (A in the picture below), while the left grip has a clamping collar on the inboard side that is adjusted by a 2.5mm allen key (B in the picture below).
It is not possible to mount a mirror on the right side without replacing the grips with the open-end plug type. To mount a mirror on the left you have to cut/punch/drill a hole through 2mm of plastic and 2mm of rubber. Using a razor blade is a bit slow and dangerous, so the following methods are recommended:
Use a handlebar and hammer to punch a hole: slide the grip onto a spare handlebar (don't tighten the clamp) and use a metal hammer to hit the end cap a few times until you have punched a clean hole.
The resulting hole will be relatively clean and in the right shape. Although this method seems a bit barbaric, it is the easiest way.
If you don't have a spare set of handlebars you can use a flat-head screwdriver/punch and hammer from the inside This will take a few attacks at different angles to make a complete circle.
Using a drill is another option, but you have to have a fairly large bit to use or ream out a smaller hole. If you are using the small wedge for the mirror you only need a 9/16"/14mm drill bit, but for the larger wedge, you need a 5/8th inch drill bit.