such thing as a led socket?

Yes. those pin sockets are nice. And you can just break of 2 or 3 or how many you need.

I used a few when i was testing a circuit where i had to try a whole lot of different capacitor /resistor combinations. It works just fine. Just one word of warning, they are no good for permanent circuits, since the components come loose from them quite easy. But for testing they are fine.