Yea, really have to say go with a kit, to do other wise is to take a tricky task and make it that much more difficult and prone to problems. Last think you want to do is to have to go back into the light after wrapping everything up.
I don't think halo's belong solely to the BMW market. The stock halo's they have, with there halogen bulbs, are ugly compaired to CCRT after market options for both BMW and Mazda. Just because Infiniti was the first to mass market LED taillights doesn't mean that everyone else who has LED tails is copying them. Mazda did a very good job designing the Mazda 3 headlight, and the halo's suit it very well.