The STL files can be found on Thingiverse.

These are pretty small so I printed them at .10 mm resolution. More importantly I lowered my first layer print speed to 5 mm/sec to make sure they adhered well to the bed.

Again because of the small size, sometimes the holes for the LED leads were a little blocked. These can be cleared with a small diameter straight pin. 

Slide the 3 mm LED into the socked with the leads pushing through the holes. It should fit snugly with the tip of the dome protruding slightly.