Seemed like a nice gimmick so why not install one in the Megane?
Mine is the Confort Expression equipment version so has the electrochromatic mirror and rain sensor as standard. That means it has a big cover against the windshield behind the mirror, and electrical connectors behind the cover. So fitting a led into the cover would be a doddle, as I'd not need to run any extra wires.
First I popped out the cover to find this:

My car has manual A/C, so the brown connector is unused. On cars with automatic A/C it's for the temperature/humidity sensor situated inside the cover. I wasn't sure if there was any "juice" coming to the connector since the car's UCH is configured for manual A/C, but to my joy the multimeter showed +12V on pin 3 with the engine running (i.e. ignition on). Testing the pin 1 gave continuity between it and the cigarette lighter housing, so that was earth then. Strangely enough there was also the connector's counterpiece stuck into the connector even if there is no sensor attached to the counterpiece! So I could run the led's wires into the counter-connector and have a completely "OEM" install without the need to slice into the car's existing wiring in anyway! Meaning the experiment would require no permanent (electrical) modification on the car, great if the experiment was to go sour...
To mount the led, I'd need to drill a hole in the cover. The led would have to sit well inside the cover, so that the bright red tip of the led wasn't visible from outside through the windshield (=illegal). Since the lightbeam from the led is in the shape of a cone of certain angle, I'd also need to consider the rear view mirror: the led should cast no light on its housing (=illuminating it in red), which would also be a no-no for the police. So the led should be mounted forward enough for the lightbeam to clear the mirror housing, but not too much forward, since lighting up the top of the dashboard would be bad for visibility during night driving. To avoid the latter, the led would also have to be angled backwards a little, to direct the beam more towards the gearstick.
This was the point of no return, I drilled a hole in the cover:

From the backside it looks like this:

Now there are special led mountings collars available that make fitting leds in a drilled hole extremely easy, but I didn't want a collar visible from the outside. Plus such a collar isn't very easy to angle. That's why I dremelled away a length of the strengthening ridge running in the middle of the cover, so I could use a mount of my own design.
But now for the led. I had some in my parts bin and I tested them in a darkened room to see which was the most suitable for the job. To find out the right brightness (or rather: "dimmness") I'd have needed to use an adjustable resistor, but luckily these babies were spot on right out of the box:

That's a led designed to be a straight swap for dashboard instrument lighting filament bulbs. It has an inbuilt resistor so all I needed to do was solder two wires to its + and - "legs". To prevent any possibility of the two opposite poles arcing out on each other, I then fitted some shrink tubing over my soldering:

Next I needed to fashion out the led mount. Going through the parts bin I discovered some old rubber "feet" (or pads) for electrical equipment housings. These attach to the housings by means of a screw that sits in a recess in the middle of the pad. I'd just need to lose the screw and stick the led in its place. And that's what I did, after drilling two small holes on the opposite sides of the pad for the led's wires to run through. This way I'd be able to hold the wires from causing any strain on my solders, or the led bulb's "legs", which might cause them to break.
But here's a pic of the led going into its mount, tells more than eleven hundred of my words:

And here's the led fully in, still working:

To attach the mount to the cover I chose to use the good old DIY method of glueing it down. Normally I'd hate to see globs of hot glue used for mounting things, but this time it would be fully invisible once ready, so I gave my conscience a day off and went on with the mounting spree.

But like said earlier, I needed to angle the led to point a little backwards, so I first glued down this highly elegant wedge...


....followed fy the led in its mounting:

I'd of course first glued the led mount down with little glue and checked it was ligned up somewhat correctly, before applying all that glue! After the glue had cooled down, I brushpainted over it with some opaque paint to stop any light glaring from inside the cover through the air circulation vents.
From this side-on photo you can see the beam is angled slightly towards the back of the car, instead of shining down perpendicularly in relation to the cover lower surface:

I still needed a way to connect the led to the car's electrical system. Like described earlier, the brown A/C sensor connector had an unused counterpiece, so I took that. First I took two short pins snapped away as an excess from some led "legs". Then soldered the wires coming from the led to the pins, then pushed the pins/wires into the relevant places of the connector counterpiece:

Then it was just a matter of fitting the cover back into the car.
I tried taking some night shots of the result, but despite using a tripod I couldn't manage to get a proper photo of the effect. I'll try again with some heavier piece of camera equipment next, the lighting is so dim it takes a camera with pretty good contrast linearity which my little Sony T9 "pocket rocket" doesn't have...
But the angling worked out perfectly: At its foremost point the beam lights up the centre console air vents, and the rearmost edge reaches the handbrake lever. Sideways it illuminates about a quarter-width of the seats' front edges, but casts no light on the steering wheel rim. When I put my hand on the gear stick, the hand is illuminated in a very dim red, somehow making me feel like an infamous Wolfgang von Blitzkrieg, with a three-week stubble on his cheeks stalking for pray on the dimly battle-lit deck of his deadly u-boat...

To be honest the cubby-holder area of the console turned out a bit darker than I'd hoped for, but then the air vents probably would have been lit too brightly. I'm thinking of fitting another red led low down in the console to the right of the card reader, illuminating the cubby holder area. Probably take the electricity from the cigarette lighter for that.