$X \subset \mathbb{R}^n$ is a compact and convex set with non-empty interior
Let $x_0$ be an interior point from X, I should prove the boundary $\partial X$ is a deformation retract from $X \setminus \{x_0\}$
Looks pretty intuitive as it easy to see it for the unitary ball without its center and $\mathbb{S}^1$, but I can`t solve it at this more abstract context.

It is enough to show that X is homeomorphic to a closed ball $\overline{B(x,r)}$ in $\mathbb{R}^n$. Since $X$ is compact and convex, it is a closed, bounded and path-connected (since the straight line connecting any two points lies completely in $X$) region with non-empty interior. So let $x_0\in \text{int}X$ be such that there exists any open ball $B(x_0,2r)$ inside $X$ for some $r>0$. So we have the closed ball $C=\overline{B(x_0,r)}$ inside $X$. Now for any $y\in \partial X$, let us take $\lambda_y(t)=ty+(1-t)x_0; t\in [0,1]$ to be the straight line joining $x_0$ and $y$. The map $f:\lambda_y\to C$ defined by $f(t)={t\lambda_y(t_0)+(1-t)x_0}$ (where $t_0\in (0,1]$ satisfies the equation $||\lambda_y(t)-x_0||=r$) scales the line $\lambda_y$ to a smaller line segment of length $r$ such that $y$ goes to the point lying on $\lambda_y$ at a distance $r$ from $x_0$ and $x_0$ goes to $x_0$. Since $X$ is convex and bounded every point in $X$ lies on such a unique line segment connecting $x_0$ and some point on the boundary. So we can define a map from $X$ to $C$ such that each line segment connecting $x_0$ to some boundary point gets scaled to a radial line of the closed ball $C$. This map can be shown to be continuous (easy task but takes some effort) and also the map is bijective. Since $X$ is compact and $C$ is Hausdorff we get that $X$ and $C$ are homeomorphic by such a map that maps $\partial X$ homomorphically onto $\partial C$. Since $\partial C$ is the deformation retract of $C- \{x_0\}$, we get that $\partial X$ is the deformation retract of $X-\{x_0\}$.