Firewall connectors are a pain. The factory uses them because the body is built separately from the underhood harness and therefore they can "plug" the two together at assembly.

Firewall connectors tend to leak and sometimes cause wiring opens or shorts. WHY use them? If you are doing your own harness, a firewall connector isnt necessary. However, you do need a way to seal the hole and a way to prevent chafing on the wires.

Here is a neat product that we use quite frequently:

http://www.roxtec.com/

It fits most cable bundle sizes or individual wires. The hole is big enough to pass terminated wires thru. High quality.
Hope it helps.
mike in tucson