I've had 2 Golden Rods in my safe for over 20 years. The safe is in my unheated laundry room and I've never had a fleck of rust on anything. I do also use some aluminum containers that contain silca just in case.

I would just go ahead and drill the hole. You can get rubber grommets in about any size at larger hardware or home supply stores. They're like the ones car manufacturers use to run wires through the fire wall. They will push right into the hole, (with a little coating of dish soap), and secure the cord and guard against any chafing on the cord or moisture getting in.

My old Cannon safe came pre-drilled with the hole and that's all they did after drilling the hole was use a rubber grommet.