Mine's a bit more difficult but here's how I did it:
Took a standard yellow LED, chucked it in a variable speed dremel (or a lathe or drill press if you have one) with the leads "inside" the chuck.
Turned the dremel on.....not too fast, not too slow...
Took a small and fine flat file and shaped the LED body to approximate a rooftop strobe of the gumball machine style, including the mounting plate. Be careful how small you turn it or you will get into the working part of the LED. You only want to remove the plastic overmolded "lens".
Painted the mounting plate "section" an appropriate dull silver (or whatever).
2 small holes in the cab roof, solder or whatever the leads, viola!