There's no "easy" way to do it.
I've done it by adding custom parameters that do the math for the fireproofing thickness and then sketch another material layer (the fireproofing material) around the steel shape. You have to make a custom family for every shape you need to apply fireproofing to.
The one issue I'm still struggling with is that materials are not transparent. Thus when viewing a beam or column in elevation you see the fireproofing outline only and can't see the structural shape. This is okay behavior when linking into RAC; however, in the structural model I want to be able to see the steel inside the fireproofing.
I've attached one of my column famiies as a sample.