Willie's guitar has all those holes in in because he whales away with a flatpick, and ~ because they're intended for bare-fingered playing ~ classical guitars are not made with pickguards.

If you're interested in emulating Willie's picked-nylon-string sound, you might consider checking out flamenco guitars, which are nylon-strung and similar to purely classical guitars, although significantly different in a few aspects.

One difference is that flamenco guitars often feature pickguard-type protection, usually white or transparent plastic both above and below the strings. (I think they're actually "fingernail guards" rather than "pickguards" when played properly by real flamenco players.)