I have ordered those recently (your link Se7enLC) but, after reading this, why not just totally bypass the bulb adaptor and connect it directly to the incoming wires in the dome cluster? Do you know what gauge the wires are from the LED panel to that bulb adaptor? If they are less that incoming OEM wires, they can be wired (soldered) straight from the LED panel with the same wire gauge....
Sure, if you wanted to modify the dome light fixture, I don't see why you couldn't do that. I was much more willing to modify a $6 LED module knowing that I could always swap in a normal bulb at a later date. Plus I could do the work on a table inside rather than trying to work in the roof of the car.
The wires from the LED module to the adapter are thin, but sufficient (I'd estimate 22-26GA or so, but I don't have it in front of me). It's the adapter itself that has very thin conductors. Not the wires - but the metal prongs that stick out to make contact in the bulb socket. They are like filament thin and break easily.
Here's a closeup of the adapter:
http://i.imgur.com/bduYys8.jpg
You can see a thin metal prong on one side. There's one on each side of the adapter (well, there should be - on the one I got, one of the prongs was missing). The prong is really thin and breakable. You can bend it and pull the wire right out of the plastic housing (so you just have two wires with thin pieces of metal soldered to the end. I soldered a better piece of metal to both wires, pushed them back through the adapter, and bent them back down. I would much sooner recommend that mod than modifying the dome light fixture in the car.