When you say "Kiu socket and switch", do you mean the Kiu socket kit installed into a stock Maglite switch, or something like AW's softstart switch/driver (which uses the Kiu socket)?
I'm assuming these are 12V MR16 bulbs. Do you know what the lifetime rating on them is? Have you verified that the first bulb did actually ? You can test continuity across the pins or just try directly powering the bulb from another source.