Using the laser cutter, I made holes in the acrylic to fit the LEDs.
The LEDs have the pads on the ends, and are slightly longer (3.5 mm) than the acrylic is thick (3.2 mm).
Because the connector pads of the SMD LEDs stick out of the surface of the acrylic, it is possible to connect them all using one piece of pcb copper on each side.
It turned out quite nice and beautiful.
Step 1: Drawing and cutting it up
I made the holes the exact size of the LEDs, to make the just squeeze in nice and snug.
I cut up the acrylic shapes in the laser.
And the pcb copper parts in the cnc router.