Lego/Arduino project. Controlling lots of RGB LEDs individually. Best approach?

Awesome suggestions from all of you! Thanks @groundFungus, @Wawa, and @MorganS!

I think I've found something that will work for me:

https://www.amazon.com/MOKUNGIT-50Pcs-Built-APA106-F5/dp/B019C9PYAA/ref=cm_cr_arp_d_product_top?ie=UTF8

Let me know what you think!

Again, thanks!