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Pull the gasket out.

Next I punctured this and ran the coax through and sealed up with black gasket sealant in the end (but forgot to take a picture).

Underneath this hole is a second larger hole in the roof that you can feed the coax through. As is mentioned in other threads, if you remove the door trim (which just sticks on) and pull down on the headliner you can see in there well enough to pull the end of the coax through with a needlenose.