I made this shape by lofting 9 curves (2 circles and 7 squished circles).
It worked, I got a single surface but there was a hurdle that I had to surmount before I got it working.
The problem was that the Loft command tried to connect the curves in the wrong order.
I couldn’t see a method in the Loft command to sort the curves.
But I thought, “Maybe it’s the order in which you select the curves”. I had just done a box selection so I retried and individually shift selected the curves.
That didn’t work either so I made a new, invisible layer and copied the curves across to it, one at a time, in the order: Biggest outside circle first, then forwards along the outside then backwards on the inside.
When finished: I lofted those curves via a, sloppy, box select and it worked!
It would be nicer if Rhino could be told which order to use. (*)
Maybe it can and I just missed the UI for it
(* In a less cumbersome way than creating new layers to create curve copies in the correct order.)