Create a LED light holder using a plastic tie wrap in this guide.
In particular its head will accommodate the LED pins, while the tie will be fixed using strong duct tape on the spikes of my bicycle wheels for night visibility and safety.
Weight and dimensions of the system should be the smallest as possible to be almost unnoticed during the day, while providing the most effective visibility in the dark.
Insert the LED on its Holder: Insert the wires and then the pin together in the holes drilled on the tie wrap. Since the diameter of the holes (1 mm) is almost precise for the pin an the wire together, you may find out that the welding doesn't let the LED to go further. Then just heat each pin close to the base of the LED with the tip of the soldering iron so when the tin and the plastic start to melt a little bit it's possible to push it inside. To do this hold the plastic head with your fingers pushing the LED vertically against the table.