I'm working on a project where I will be using a bunch of RGB LED's. I bought a quantity of this style of LED holders:

https://www.sparkfun.com/products/11147
The way they work is you slide the LED in the threaded end of the holder and then insert the plastic plug behind the LED and that holds the LED in place. The problem I'm having is that the plug only has enough space for the two prongs of a standard LED. With my 4 prong RGB LED it is not compatible.
If I wasn't concerned with being able to remove the LED from the holder or drying time is there some material that I could pour in behind the LED to take the place of the plug? I'm sure it would need to be non-conductive. Basically I'm thinking I can put the metal holder face down, drop the LED in, and then pour some glue, epoxy, etc in behind it to fill the rest of the cavity. This would prevent the prongs from touching each-other as well as keep the LED in place. I just don't know what type of material would work for this application.
Alternatively does anybody know where I could find an LED holder for a RGB LED?