I use any type of silicone, (form a gasket) and then I wire in the RF in to the relays I think I used 14g solid copper wire, (household type works great)
Same type of wire out to the output SO 239's.
You can either ground the other pole of the relay when it is in the OFF position or NO position. I did not ground mine.
I ran a dedicated ground wire for the relays, and then each relay had it's own control wire also.
I used an old 5 position band switch I had in the junk box and five 30 amp SPDT relays I got from the junkyard.
At the time I built it I had access to a metal work shop, CNC machines and associated metal working equipment so I built the enclosure out of galvanized metal, galvanel I think it is. the enclosure serves as a common ground for the SO-239's. Enclosure is attached to the tower and it's associated grounding network, thus the coax shield is also at ground potential.
The control ground is not connected to the chassis so all control voltages are separate from the RF connections.
I sealed the enclosure seams with silicone also to waterproof it.
I think I have had it around 2 1/2 yrs now and no issues yet.