You will need to remove the rounded tip of the LEDs in order to fasten them to the marbles. I used an abrasive cut off tool on a Dremel for this. The resulting surface was hazy and not optically pure. This was not of concern as I will explain in a moment.
The marbles will also need a small patch of roughed up area for contact. Again I used the Dremel and an abrasive wheel to grind a small flat on the surface.
The flat of the LED is glued to the ground spot on the marble using Cyano type super glue. This glue has the added benefit of filling all of the grind marks and making an optically pure connection. The last pic clearly shows the LED on the other side of the marble.