What, you mean the hole in that stop is big enough for the housing to go through? That's pretty wrong...
In that case, I don't think a bit of heatshrink is going to hold it well enough... I reckon you need a special ferrule. If the hole is too snug to allow a normal-sized ferrule, you'd need to trim the plastic off the end of your housing to allow a smaller ferrule to be used... this ferrule is also going to require a flange, like the brim of a top hat.
You can prolly get someone with a lathe to turn one up for a six pack or something.
if I'm still not getting it, I'd say you need to show us better pics of this cable stop.