Method One - drill a hole, put a gourmet and feed the wire through (assuming a big #2 bigger dia cable or larger) and than install electical lug after feeding through. Blow some orange high temp goop around the hole, done.
Method Two - Are the bulkhead battery pass through terminals. You can get them from boat guys all day long.
(part cole hersee part no : 46211, hole dia 1-17/64;
LINK)
Or different style:
LINK
(2 or 4 satellite holes depending on model, stud sizes typ 5/16" or 3/8")
Method one is light and you eliminate two connectors on a big wire and feed through terminal.
Method two, the feed through terminal is pretty cool, but added cost (not much they are cheap) and bigger hole. Also some have satellite holes.
If you go with
method one, hole/grommet, I'd use the bigger hole and than wrap the cable with some fire sleeve. A variation on
Method One, go to Home Depot, buy a stainless steel towel bar**, cut it to make tube feed through (like see pic below). Get fire sleeve and orange high temp goop and clamp over the whole mess. You might be able to run more than just battery cable through with this set-up. You can buy a kit from safeair with all the parts for $47,
LINK.
(** You can buy one of those aluminum flanges for ducting starting at 1" aircraft spruce sells ($7). Yes fire resistance is less, but if that fitting melts off in flight, you have serious problems. You could mount it on the cool side of the firewall, flange going fwd. Fire-sleeve could slip over the flange to protect it. Her is an Aeroelectric article;
LINK)
It as 0.90' ID. Battery cables (just the copper) have a dia of #2-0.26", #0-0.33" not including wire insulation)
Battery Cable Through Firewall
and sold 
Linear Mode
