I drilled a hole and found some great grommets at OSH. They angle downward 90 degrees (similar to the breather oem breather tubes). Then I sealed them with RTV silicone. I also snugged up a zip tie around the lengthy grommet, so that there is some stain relief on the wires. The connection to the rings is quite delicate, as you know. If I need to remove the headlights or work in that area of the vehicle in the future, I wanted to make sure those wires don't get accidently tugged. The way mine are now, you could hang the headlight assembly from the AE leads, but I'm not going to try it!
Many others have just cut a slit in the existing large rubber seal, fed the wires through and filled the cut with RTV - but no strain relief doing it that way.