I think the lights go in from the outside and clip in that way. You tried to fit them from the inside of the grille. Feed the wires from the outside so that the light is sitting outside the grille and the wire is inside. Does this make sense?
I hear you but there wasn’t any way to “clip” them or insert from the outside. At least not this particular brand anyway. If there was a way it would certainly not have been aesthetically pleasing.
Amazon “trd style grille 4Runner” it seems the lights are sold separately now. Also the vendor I got mine from no longer sells them. Hope this helps. They’re basically all the same.