Mine didn't fit snugly either. Some people use epoxy or JB Weld or something to get them to fit right. If I remember correctly, my new lights had a little bar sticking out of each socket where they connected to the trailer light housing, so after I took the trailer lights apart, I drilled a hole in the Ninja's silvery reflective housing next to where the new light would go, then put a bolt through it to hold them together.
You could also take your tail light assembly to Autozone. I think I remember someone telling me that they have a socket that will fit the hole without modifications.
Your next big decision is how to use the lights. I used trailer tail lights, so I had dual filament bulbs to work with. On a trailer the bright one is brake/turn, and the dim one is running lights. I wanted the bright one for the turn signal. So the dim one could have been connected to either brake or running light. I decided to go for brake. I figure that if I'm worried about someone running into me from behind, it's probaby when I have my brake on. Otherwise they wouldn't be going faster than me.
In thinking about it now, I could have set up a system to use it more like trailer lights, so the bright light is for turn and brake, and the dim light is for running lights. That would require 4 transistors, and would be pretty easy to connect. I might make that change someday.
I've also played with the idea of adding additional LED's back there.
So if your rear fender is gone, and your wires are hanging down, that means that if you take off you seat, you can see the tire, right? I really like having a little storage room back there. I keep a set of bungee cords and a net there, and sometimes I transport a thing or two in there (little stuff, of course). Now that I have saddlebags, I'm not dying for storage room, but still I only put the saddlebags on if I think I'll need them.
Curt