Hi Dave,
For my ceiling light, I cut a backer board out of 3/4" plywood. The depth of the plywood provided room for the wiring and the plywood provided some "meat" to allow me to use screws to install the light. I just covered the top of the plywood backer with a single layer of 3/4" insulation as opposed to the rest of the roof getting two layers of insulation.

For the reading lights that are mounted on the interior sidewalls, I didn't have the wall thickness to recess the chase for the wiring. So I built out from the wall using an inexpensive round wooden box (purchased from Hobby Lobby) that was cut down on the table saw. I cut the box so that there was about 3/4" clear space. (It is the black circular item beneath the fixture on the sidewall to the side and above the headboard cabinet.)

I wish that I had better pictures. (Click on the pictures for a larger view.) Hopefully my descriptions filled in the details.
By the way, because the ceiling fixture uses an incandescent lamp, I left the air space and did not fill the void with insulation.
Take care,
Tom