(Update, per haoess below) First of all, the DATA filehandle begins after the __DATA__ token, not __END__. Here's one example to do it.

$ cat /tmp/html-data.pl
#!/usr/bin/perl

use strict;
use warnings;
use HTML::Template;
use File::Basename;

my($script, $path) = fileparse($0);

# the use of load_page() is intentional
my $template = load_page(\*DATA);
$template->param(
    script => $script,
    path => $path,
    pid => $$,
);

print $template->output;

sub load_page {
    my $fh = shift;
    HTML::Template->new(filehandle => $fh);
}

__DATA__
Hi, I'm script <tmpl_var name=script>,
located at <tmpl_var name=path>
running with process id <tmpl_var name=pid>

$ perl /tmp/html-data.pl
Hi, I'm script html-data.pl,
located at /tmp/
running with process id 4291
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Actually, you can also use the scalarref or arrayref options with DATA, such as,

my $template = load_page([<DATA>]);
sub load_page {
    my $stuff = shift;
    HTML::Template->new(arrayref => $stuff);
}
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Or,

local $/ = undef;
my $template = load_page(\<DATA>);
sub load_page {
    my $stuff = shift;
    HTML::Template->new(scalarref => $stuff);
}
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