I didn't see the Dalek Light Cage on Thingiverse but I did find it on a Dalek Forum.
My Lights are complete. They use tail light assemblies from an old Elantra Rear tail light.
They are connect to a L.E.D. sound control box, so when ever it hears me speak the lights flash. I used L.E.D. lights from any Autozone or O'Reilys auto store.
8/30/2017: as of today the Lights are done and wired up. have a look here.