You have 2 big problems to overcome
The easier reason bats don't have hollow bones is that mammals have fewer bones than most vertebrates and bone marrow is where our blood is made, birds have moved the bulk of their marrow to only a few select bones and use nucleated blood cells (so blood can make more blood) to compensate. Remember not all of a bird's bones are hollow many of the large limb bones actually have marrow or are hollow with large amounts of marrow in the ends of the bones.
So you have two ways: 1 you can have a mammal that has developed an alternative to bone marrow, say like a new tissue in the spleen or liver. 2.You can have a few select bones that have been altered to have lots of marrow like say a large growth off the pelvis and a swollen bulbous tail with big vertibra, that way you can make some bones hollow without loosing the total volume of bone marrow.
There is a second hurdle once you can make bones hollow you still have the problem of how to get air to the bones to fill them. birds have a unique air sac based breathing system with hard inflexible lungs. the air sacs a widely distributed and can be moved by evolution into bones with disturbing the function of the lungs. If a mammal tried this they would suffocate from either having a hole in the diaphragm or making the lungs to stiff.
So you also need to completely redesign the mammalian breathing system.which is tricky becasue all your intermediaries have to keep up with the high oxygen demand of warm blooded anatomy. You would have to slowly stiffen the upper part of the lungs while binding the lower portion of the lungs to the diaphragm and ribs to physically pull the lungs open, instead of using negative pressure the way mammal do right now.but that means the chest cavity needs to get a lot bigger to fit all that.