We consider Zd, with d bigger or equal to three. We investigate the vacant set of random interlacements in the strongly percolative regime, the vacant set of the simple random walk, and the excursion set above a given level of the Gaussian free field in the strongly percolative regime. We derive asymptotic upper and lower exponential bounds for the large deviation probability that the adequately thickened component of the boundary of a large box centered at the origin in the respective vacant sets or excursion set leaves in the box a macroscopic volume in its complement. We also derive geometric information on the shape of the left-out volume. It is plausible, but open at the moment, that certain critical levels coincide, both in the case of random interlacements and of the Gaussian free field. If this holds true, the asymptotic upper and lower bounds that we obtain are matching in principal order for all three models, and the macroscopic holes are nearly spherical. We heavily rely on the recent work arXiv:1706.07229 by Maximilian Nitzschner and the author for the coarse graining procedure, which we employ in the derivation of the upper bounds.