A short piece of heavy rubber automotive hose will probably do nicely... run it through a hole in the cabinet, notch the hose in the back to secure it with an E-clip, maybe add a screw and washer to keep the E-clip against the cabinet wall, and run the gun cable through the hose...
My guns connect to network-style jacks underneath the control panel, and I have strain-relief boots on the connectors.
--Chris