If I have electrical running from the garage to shed, how do I protect the holes exposed?

If I have electrical running from the garage to shed, how do I protect the holes exposed? If I have electrical running from the garage to shed (only about 2m exposed to the outside) I have flexible conduit but how to I protect the cable by the holes that I have drilled through the shed & garage wall, i.e. how do I make the conduit stay in place. Do I fill the holes with filla?