Buy something simple.... A cable demarc box works great for this and i know a lot of hams and scanner enthusiasts that use one for this.
Keptel CG-1000 WISP Coax NID Enclosure Cable TV Demarc | eBay
I use two of these on my towers, with a grounding plate inside to mount all the lightning arrestors. I have helped a few guys make a nice entry with these, you drill a hole in one of the upper corners for pvc conduit connector using a hole saw, then make a mating hole in side of house, slide a piece of conduit through the wall and seal on both sides and glue on the connector with demarc box attached and screw to wall through the mounting holes. The bottom has foam entries for the cables and will fit LMR400 RG8 sized cables.
Makes for a nice neat entry box, and a good place to ground everything before going into the house.
Otherwise i would suggest instead of spray foam which is a pain if you ever need to remove them or add cables then get a hole saw the same size as PVC conduit, size of your choice, get a length of conduit and get a service entry head, you know what you see on houses with an overhead power entry, that rubber grommet has three holes that will fit coax nicely also, put the entry head on so it faces down and make a drip loop in the coax before it goes up into the entry to keep rain from migrating in. Makes a great weather proof entry.