The proper way would be adding through hole pads and define there the 6mm clearance in the pad properties editor. Then center the pads in those Edge.cuts circles you imported.
Another kind of weird workaround is making thicker the arcs/circles that define your mounting holes.
If the line thickness of the arc is 1mm thick, you will have a clearance of 0.5mm to the actual edge. With 12mm thick lines you'd have your 6mm cleareance. This is a hack, an exploit of a questionable behavior of the drc that may change anytime without prior notice.
So yes, adding pads is the best choice.