The way I done it (makes second roof install on a zj I've done) was to remove one of the torx bolts that holds the roof rack down. Run the wires through it and hold the can of rtv in the hole after the wires are in it and let it run till it comes out the bottom and top. Add a little more to the bottom, spread it around. I also painted over the top on mine with but idk if that helped any or not. I've been through a hurricane, a blizzard, multiple multiple thunderstorms and downpours from storm chasing. Not so much as a drop has came in yet. No drilling unless you need to make the hole bigger for larger gauge wire but I have two 12g shoved through mine.
95 Laredo 4.0, 2" RE BB, RC N2.0 Shocks, Custom Roof-Mount Light Bar w/ 6 lights, Bumpers deleted, Homemade sway bar discos, Michelin LTX 31x10.50s, and a Dog Box :)
Planned: Homemade Spare tire carrier, double shear front track bar, 4 adjustable rear control arms, New Rims and 33" Wrangler MT/Rs or BFG M/T KO's w/ LOTS of trimming.