The top LED assembly is my first attempt. First I cut the lens off of a 5mm Clear LED and filed it flat. Then I took two clear 3mm LEDs and filed one side of each LED at an angel and glued them together using Super Glue. Next I filed the top or lenses flat and glued that to the back of the 5mm clear lens. Using 1K Ω resistors I connected one of the two 3mm LED to each Decoder Function F1 Green and F2 Violet and configured the decoder for MARS. It worked but during the downramp between the pulsing the 5mm lens would dim at the low point loosing the movement effect and appearing as an alternating flash.
To correct the dimming I went with three 3mm LEDs. I filed the additional LED flat on each side forming a wedge and inserted it between the two LEDs, the bottom right assembly in the picture above. I used a 3K Ω resistor to constantly illuminate the center LED from the headlight circuit as a fill. That was a good improvement but I still felt I could do better.
Next I went looking for a better LED and found some LEDs that were wide but flat at the base allowing them to be glued together easily, this time I didn't do any filing and glued them to the back of a 5mm lens.
I decided to fill the area between the 5mm lens and the new smaller 2mm LEDs with Testors Clear Parts Cement so that I could paint the LEDs black to prevent light splash onto the tracks under the trucks. The clear liquid glue will prevent the paint from blocking any light forward. I always paint the rear of the headlight LEDs black to prevent light splash.
As you can see I use the dual row micro connectors on the back of the LEDs so that I don't need to solder directly to the LEDs. The 0.1" spacing of the micro connectors match the LED leads perfectly.
The lenses on the 2mm LEDs focus through the 5mm led lens and that is a huge difference in appearance. Now with the LEDs being ramped on and off the appearance of movement is very good.
This is what my MARS light looks like in operation.