You can get catflaps specifically for fitting into glass, but I understand it is expensive to have them fitted. More of a specialist job, I imagine, than sawing a whole in your door.

My mum got round it by having a PVC panel fitted into the bottom half of her back door which had been two glass panels, one at the top and one at the bottom. I don't know whether that would work in a conservatory. Depends on whether you have a suitable panel that could be replaced, I suppose.