I did, had a set of 2$ Hobbyking lights. Don't have any pictures with them as one broke and I took them out. I don't know if it was the led's or the bar in the middle of the holder but they didn't light things up much.
In the Nero bumper fits 4 x 5mm LED and 2 x 3mm.
5mm will snap in but the 3mm does not have a kind of holder. You can just glue them in.
We had done this on three new Neros on this weekend.
Wee used high power LED´s from CREE, but the holder has a pin horizontal which will reducing the light emitting extremely.
One colleague had cutted them out. = much more light!.
The Big Rock bumper has no LED-option from factory...
I already working on it with additional canisters on top of the bumper, but I have not found the right lights till yet.