The picture shows a "socket" that will hold a normal "flanged" flashlight bulb (somewhat) securely in contacts with normal wire. I'll try to get more "process" pictures if I can find my tongue depressors, but the finished-product photo should show most of what you need to know...
Step 1: The Issues!
Traditionally, one wraps a wire a couple time around the base, which works "ok", and then uses tape to hold the nipple against the end of a battery, which works NOT so well.
Springs are good, but generally hard to find in whatever size you actually need. "Springy" metal tends to be difficult to work with. You can solder wire to the nipple, but that's a pain, not really that reliable, makes the bulb non-replacable, and isn't appropriate for younger children.
Step 2: The Socket
So, you take your tongue depressor and cut it in half. Near the end of one half, drill a hole that the glass part of the bulb will fit through, but not the flange (typically, this will be between 3/8 and 7/16 inch.)
At the end of the other side, put a couple notches to hold the wire in place and wrap one wire around at least twice.
Wrap the other piece of wire around the bottom of the glass bulb, just above the flange, and twist it onto itself so it stays.
Stick the bulb through the hole in the T.D. so that it pushes the wire into contact with the flange. Position the other half of the TD so that the bulbs nipple is wedged between the loops of wire. Secure the pieces together with the rubber band, which provides spring-like tension.
Ta Da! Done!
I figure a teacher or instructor or parent with access to tools like a "clamp" and a "drill press" could cut and drill a couple of hundred of these in an hour for minimal cost. Go slow drilling the tongue depressor; they're thin and weak and tend to split. I bet a LASER CUTTER could do the job really well!