I totally agree. I went with SMD LED's to light mine using the clear bay parts:

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USS Enterprise 1/350 Scale - Shuttle Bay Light Test by Steve J, on Flickr

i lit the control room with a rectangular LED that I had to file even flatter to fit.

Even then I still had to carve a trench along the seam between the hull halves at the top of the bay for the wires to lay in:

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IMG_4400 by Steve J, on Flickr

 Of course, I had to remove the flanges from the backside of all the window inserts too so they sat flush with the inside surface.

All the grinding left me with a small light leak thru the thinned hull plastic, thankfully I noticed this during the test fitting phase so I could brush the inside surface with black Tulip paint from the craft store:

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IMG_4407 by Steve J, on Flickr