>>And what stick a battery on it?
A thin battery like the ones you use in certain laser pointers or watches.
>>I'm no electrician but I don't think LEDs just magicaly glow for no reason.
No. No they don't. But if you believe hard enough, they might glow for you. Unfortunately, I doubt anyone else would see it, and you'll be visiting the looney bin soon after you succeed.
Just use some metal tabs to make the contacts. If you need a switch and can't find a micro switch, use a small screw for the swivel and two or three metal contact plates. You need at least one contact on the battery but bridging the power can use either one or two plates. One is the simplest of course. You'll want those wires soldered onto the contacts for better reliability.
>>Maybe I should just paint the eyes glowy...
Maybe. It's entirely up to you of course.
>>I was thinkign of taking a forgeworld theme alongside the psyker one, to sort of explain why the regiment is still there rather than psyc-out goop and an airless rock.
The planet makes vehicles, and as it's a harsh night-world, suitable replacement crews are hard to find. So the Inquisiton just keeps an eye on things, but lets the planet live on to keep production up.
Brand them. Maybe not all of them visibly, but at least brand a few as a sign that they're sanctioned. Maybe a few with a different kind of brand and a collar to show that they were trying to hide their abilities and are now paying penance or serving sentence. Explosive collars, probably. Maybe.