LED light bulbs in low atmospheric pressure
In addition to the thermal issues with the led bulbs themselves, you may also have issues with the bulbs outgassing.  You haven't specified what you're doing in this vacuum setup, but if it's anything that is sensitive to contamination (various deposition processes for instance) or involving sensitive optics, then you definitely need to be careful to select materials that will not release an objectionable amount of condensible volatiles.  In an LED bulb you have various plastics, epoxies in the PCB and IC packages, LED encapsulant, and even coatings that can all produce appreciable outgassing, so this would be complicated to measure and quantify.