You're right. The cover holes are designed to use cord strain relief grommets similar to these:
The "not round" aperture is designed to be close to the "double D" hole the strain reliefs require.? I believe the manual contains recommended manufacturer part numbers in the parts list. There was an installation guide that showed the various installation options. It may have also provided compatible part numbers.
All that said, I never used the strain reliefs.? I'd knock out the appropriate size blocks and use a conventional round grommet or Heyco snap-in and tie the wires off at a stable attachment point. The knockouts are designed to have a small flat blade screwdriver inserted in the center slot as a lever to twist them out.
While you can use just about anything for a sense wire, I usually use 18 AWG or larger wire, chiefly for mechanical robustness.
IIRC, this series of supply have an internal ~100 ohm resistor between the output and sense lines so the output control loop is closed even if sense wires are not used. If you need the current these beasts can supply, you should be using sense lines even with large gauge supply wire.
Oz
