What could I use in place of plastic of on lights?

I think it's Squadron that makes thermal plastic sheet that you heat and pull down over a aircraft canopy to make a copy.  Use that heated and pulled over the kit part and Bob's your uncle... a clear lens.  Might even work with some plain clear styrene. 

5 minute epoxy is the stuff you want. You can find it in the hardware section of your local Walmart or home improvement store. Comes in a two compartment syringe dispenser.

Thank you gentlemen. Will give epoxy a try.

Cheers...

The lens parts are lower left/center. Right above the belly plate part.

Light housing parts are 14 and 15 (top left/center of picture)

Good advice, this works. I was about to suggest the same thing. They don't even need to be drilled out because they are hollow parts already. 

The diameter appear to be about 5mm +/- (parts 35 on sprue K)

http://www.model-making.eu/zdjecia/6/7/1/1484_1_zve3617_1.jpg 

You can drill out the lights to create a socket.  Then paint inside the socket silver.  Fill the socket with some clear epoxy and let it sit slightly proud of the socket opening.  Surface tension will pull the sides down and dome the center, just like a lense.  This method works well for all headlights, spotlights, etc.

What scale?  How big are the lights?