Pick whatever shape you want (in my example I'm using a circle)
Create a sprite that has whatever shape cutout you want in it and cut it in half.
Then make sure the image point is set to the right.
Next edit the collision polygon to make it match your shape. (I used a lot of points, but you can probably get away with a lot less, especially if your shape has only straight lines)
Now in the layout place 2 copies of the sprite. Set the angle of the one on the right to 180.
From here it's as simple as giving the sprite the physics behavior and putting whatever physics object you want into it. :)