Interesting question as I am sure everyone has their own method.
After I finish drawing my glasses, cabinet ect, I merge everything in to 1 layer with the lamps in the off position.
I then cut out each lamp section and save each one as a little PSD.
I then load each file and highlight only the bit that lights up, and go to Image/Adjustments/Exposure and start with +2 for lamp on, and save 2 bitmaps (on/off).
I then add the lamps in to MFME and see how they look. If needed, I will add a mask, or go back an adjust my PSD exposure.