I can understand your kid's feelings. Those lighted shoes are the stuff moms buy for their 5 and 6 year olds.
I'd use short drywall screws. That way, they wouldn't leave big holes if you took them out.
But leave 'em in. To a kid, buying lighted shoes and wrecking the lights on purpose would be a disrespectful social comment... the kind of stuff kids like.
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