JJay:
I believe that My Travel (Airtours) are now flying to Holguin. Not sure whether it is direct, non-stop though, as when I have checked their prices they are way out of line, so I have never checked flight times.
If you are travelling in May the Thomas Cook flight should be direct. It is only during the winter months (October to end of April) that they fly via Varadero. Other than that First Choice fly direct, but only every second week, the other week they fly to Varadero.