If you are using L91 Lithium primary cells (and not 14500 Li-Ion 3.7 volt) then you can get a Fenix LD10, LD12, LD20, or LD22, and one of those "lampshades" they sell.
Or you could just make your own lampshade, and save some money.
Edit: I looked up the "Energizer Ultimate Lithium Batteries"...