You will need:
-Fuses (the ones with holes in their caps).
-A tin solder.
-Thin copper wire.
-A highlight marker.
Due the lack of pictures in this one the LED has been already placed.
To make it fit I sanded the LED reducing it's size at maximum, then I cut a leg making the other one longer in comparation, before placing the LED I welded a thin copper wire to the short leg, then I insert the long leg into the hole of the cap and with some tin I weld it to it.
You might want to use some paper to hold the led in the correct position until it's welded to avoid future short circuts.
When it's dry tin weld it so It doesn't moves and sand the excess of tin.