I’ve tried the “drill and fill with 5 Minute Epoxy” method, only to have bright yellow lamps after a few months.
So I now work like this:
A lamp with a reflector diameter of, for example, 3mm has that drilled out, then I widen the opening of its lens ring to 3.5mm, best done with a cylindrical router, so there’s a step in the hole. Thinnest aluminum foil (think candy wrap) is molded around the back end of the 3mm drill and a “reflector” cut off with a razor blade and glued in with white glue. Into a piece of styrene or other material of ca. 2mm thickness, a 3.5mm hole is drilled and a piece of acetate (e.g. bubble pack) receives parallel scratches from a #11 blade. The acetate is then held over a candle flame until it becomes floppy, then gets laid upon the styrene plate and pushed into the hole with the back end of the 3mm drill.
The lens is cut out and sanded until it press fits into the lens ring, and ideally, the result will look like this:
“Ideally”, because it may take more than one attempt at forming it: Anyone who has ever tried to stretch sprue has found out that one styrene isn’t like all others, and that goes for acetate, too. Some sorts become rigid as soon as they leave the heat, others take a considerably longer while to cool again, so you have to experiment until you find the material that works best.
Happy modeling, Peter