Bill, that's some impressive modeling work you're doing on your layout. Maybe this solution is more complicated than you want to try, but if a really tight fit is what you're after, here is a way to accomplish that.
I often encounter this type of puzzle when doing trim work on various home renovation projects. Here's the way I would approach it for a close fit, with the assumption that you're planning a gable roof:
1) Mark the center of the Blast Furnace roof penetration and drill a small hole in the roof peak slightly larger than the pin you'll place in it in step 2. Draw a line perpendicular to the roof peak, from the reference hole down the roof, past the extent of the final hole size.
2) Measure the blast furnace diameter = UBFD (Upper Blast Furnace Diameter) at the height where it will intersect the roof peak and mark half this distance on the ridge on both sides of the reference hole. Temporarily hot glue a pin in the reference hole sticking out about 1/4".
3) Measure the blast furnace radius at the lowest roof intersection point (LBFR).
4) Next on a scrap of paper you'll need to contrive two ellipses. The narrow axes will be UBFD on the first and 2xLBFR on the second ellipse. The long axes will be the same on both ellipses, but will depend on the roof angle.
If it's going to be a 12:12 (45 degree) roof slope then the math is easier. The long ellipse axes = 2[SQroot(2(LBFR^2)]. If you plan to use a roof with a different slope, the you can either use the Pathagorean Theorem or a trig function to calculate half of the ellipses' long axes and then multiply the result by 2.
5) Once you've marked these ellipses and each of their 2 axes on paper, carefully cut them out. Starting with the smaller ellipse first, line up its center on the pin and the long axis to the perpendicular reference line already marked on the roof in step 1. Trace the outline of each ellipse on the roof. Remove the papers and the pin.
6) Cut out the smaller ellipsoidal tracing in the roof using what ever tool you're comfortable with. Personally, using the reference hole in the peak as a pilot, I'd use a sharp fine tooth hole saw with a slightly smaller diameter than the finished small hole, going very slowly with the lightest acceptable clutch setting on my drill. With the roof in two sections, a coping saw would also work with less chance of damage. I'm sure you'll decide which method is best for you.
7) Now comes the fun part. Using a course sanding drum, rounded rasp, file and/or sandpaper wrapped around a dowel, each with a diameter smaller than the hole, I would sneak up on the final shape using the larger ellipsoidal tracing as a uniform guide from which to stay back. I'd frequently check the fitment of the roof around the Blast Furnace as I go, until I'm satisfied with the result.
Hope this makes sense (it's late) and is helpful to you.