This article explains how to build a custom hollow section in grasshopper. To do so draw the profile you want to define at the documents origin in X/Y plane. The origin will become the profiles center point.
Now in Grasshopper, select the outer curve and plug it into the CurveLoop component. Do the same for the inner loop. Make sure to enter a unique Type Name for your profile. When connecting the CurveLoops to the "Create Profile from Curves" component, make sure you are plugging in the outer curve loop first. So Konstru knows its the outer one.
Grasshopper won't display the inner loop on extrusion. Don't worry your profile section will still be correct.
Once uploaded you can download your model into Revit, where Revit will create a new profile section on the fly looking like this: