I got my work cut out for me...

It took several tries to get to this:

Lessons learned:

1. Model the 3D file early.  It is easier to have the actual physical seven segment to play with rather than moving 40 of them after the fact.
2. Move the parts to their places BEFORE laying traces.  There is a big chance you would need to move parts because of other parts - fixing traces sucks.
3. Assign the 3D model in footprint editor -  NOT in PCBNew.
   • Footprint Editor > Load the footprint > Edit > Footprint Properties... > 3D Settings
   • Assign the 3D step file for this part
   • Translate and rotate to match the footprint