you have to polish out any tooling marks you make in clear styrene when you cut the pieces out
another method, for the folks that don't want to glue clear sprue in after painting the area, is to file the light area a bit smaller, then either paint the clear color, or paint the light color and then clear coat it, building up the thickness back up in the process
another option is to search for the colored lights, sometimes they are already being made by someone
A search for your aircraft type at a place like Hannants will turn up the Quickboost lights if they made them for your aircraft. If not, there are also some universal color stock pieces by Quickboost that can be filed to shape, polished up, and then glued in place.
So far, I just thin the area down, paint the color, then cover with the same clear color.
Rex