To be honest Alasdair I don’t bother using holders. I usually simply glue the LEDs in place. I work on the principle that they are so lightly loaded and so infrequently used that I expect them to have a life of many years. If one should ever fail, and I haven’t had one so far, then I would simply cut it out and glue in a replacement. Having said that I also have them inside lamp fittings when I would almost certainly have to unceremoniously rip the old one out but then clean up and glue in a new one would be the easiest way.
I also sometimes use lamps that are designed for model railway use and, rather than being on the end of the wire facing along the wire they are on the side of the end of the wire. These lamps must be fitted in exactly the correct attitude for the light to go in the right direction so I find gluing them is more reliable for ensuring this.
As with everything I’m sure we all have our own personal preferences. It may be the case that you have to adopt a different approach for different locations.