Methods of bug-proofing outdoor lights
If you see indications of a sloppy installation such as a hole being cut too large there may be some steps you can take, but otherwise I'd probably just leave it alone. (Though it would be useful if you could post a picture or at least describe what type of light fixture it is.)

Bugs are going to get into all sorts of places regardless of what you do. Even indoor, fully-enclosed light fixtures in my house get bugs in them. It's not a big deal to clean them out when you notice they need it.

If you do try to seal them off, make sure you're not creating a fire hazard in the process. Some gaps may be desirable to allow heat to escape, and certain materials may catch fire when in close proximity to a hot light bulb.