Print out pairs of pieces, depending on how many lights you want. I made four modules (two on each front side rod). One on each side would probably have been enough. Depends on how bright your LEDs are (I used bright warm white 12000mcd 3mm LEDs). Check the parts fit together well and that the clip snaps on to your M8 threaded rod snugly - this may require tweaking the scad or your print settings. Be careful if you slide them fully together, as they can be quite hard to get apart again.

Work out what value of resistor you need, depending on your LED and how you are going to power it (I hooked in to a 5v from my mendel ATX power supply). (see ledcalc.com/ if you don't know how to calculate it yourself). A 1/4w resistor should fit in the clip recess nicely.

Trim and bend one lead of the LED and one lead of the resistor so they will fit together nicely when housed in the clip recess and solder them together (see the picture).

Bend the remaining long lead of each component so that it routes nicely out of the clip recess. With a craft knife, make a small channel for each long lead to exit the clip (so they are not blocking the path of the wedge when closing).

Slide the two parts of the clip together, sealing the components inside.

Trim the leads so there is a few mm exposed and solder on your wires.

If you make several, it pays to use the same LED polarity in each module so wiring them up correctly afterwards is easier. Hook in to your power to test and if it's all good, attach and route your wiring as you wish.

One way to improve the design is make front protrude around the LED more to reduce side glare.