Cut a 2 cm piece from a 10 mm dia. plexiglass rod, grind the two surfaces plain, drill on one end a 4 mm dia. hole with a depth of 5 mm, on the other end a hole with a dia. of 5 mm with a depth of 5 mm. Insert in the 5 mm hole a RGB LED (secure it as needed with a drop of super glue), fill the 4 mm dia. hole with black colored epoxy glue (dry to avoid bubbles). 2 component epoxy glue can be colored with nearly every synthetic resin varnish. Just spray some synthetic resin varnish of your desired color into a cup, mix it carefully with the 2 component epoxy glue and apply it accordingly. Let it harden for at least 24 h. Control the LED's in parallel through 3 driver transistors with 3 PMW output pins of your micro controller.