From your description, I yake it that yours is one of those buildings with sides that are nothing more than sheet metal, with maybe some insulation behind it.
I will usually mount a round "Bell" box on the wall, and attach the light to that. If the ribs in the siding interfere with this, I will mount the box on a pair of 14" long pieces of thin-strut, that 'bridge' between the ribs.
From the back of the box, I will run a piece of EMT or running thread through the wall, into a box on the other side. This other box is not directly attached to the wall, but held against it by the locknuts on the pipe.
(To hold insulation back, I will use a blank cover to a 4-square, with a hole in it, as a giany washer.)
To this inside box I run whatever wiring method I'm using.
I attach the light, or the strut, using toggle bolts. I have not been happy with Teks, or any other fasteners, in this application.
This may sound like a lot of work, a lot of parts, but I have found it quick and direct, without all the fussin & cussin that "easier" methods have.
If you are lucky, have open metal on both sides, the ribs of the metal don't get in the way, and you have a helper to be on the other side.....you can streamline this process by punching a hole in the wall, putting that 4-S cover (described above) on the inside, and using the connector to clamp the box to the wall. In that case, all you need are Teks screws to hold the box from spinning.
You notice I said "use a box?" You need a box. The days of simply poking a wire out a hole and using the fixture as the box are long gone. You need some way to hold the cable in place, and protect it from the sharp metal.
SO is a definite no-no. Suggesting UF is, I take it, a sign you're also concerned about the sharp edges.