I dunno - the EMP crowd always seems to be the really die-hard survivalist preppers.
At which point I have to assume they've buried a box in the yard with insulation, a box of batteries, and an assortment of electronics to safeguard against an EMP issue.
Well, typically, if you wanted a lot of protection, you would remove cells, wrap them and the lights in foil and cardboard and foil (Layers protect more than a single thicker layer, and you need non-conductive material between the layers for that to be effective)...and if you are really worried, put the wrapped electronics into a tight fitting lidded round metal garbage can, that you first lined with cardboard. The way fields penetrate is via gaps and conductive pathways...so you don't want air gaps or anything that runs TO the can or wrapped materials. IE: You do NOT "ground" your storage containers...it would channel MORE damage to them.
You can build cages of fine mesh (#20, etc) galvinized steel or aluminum screen as well, if you also shield the wiring, etc.....and these can even protect a solar panel array from all but the worst case scenarios....while still allowing MOST of the sunlight to hit the panels.
The thing to remember with EMP, is that it can flow...so underground is not any safer if there's a path of least resistance to it. That also means that if you are protecting something from a burst, you need 360º coverage, so a transformer on the ground, a solar array on the roof, etc, needs to be COMPLETELY surrounded to work, and that means going UNDER the underground parts, and being UNDER the array's roof mount, etc...essentially putting the equipment in a bag.
So if there's a worst case ~ 30v/m2 burst sequence, even one layer of aluminum foil and cardboard will attenuate that by some factor, potentially enough to avoid damage. From the testing I've seen, two layers of HD foil over cardboard, repeated, would reduce 30k v/m2 down to ~ 3 v/m2.
3 volts per square meter is a lot easier to handle than 30,000 volts per square meter. Putting all that into the tight lidded cardboard lined garbage can will attenuate what's left by about the same margin or more, down to about nil.
If you do the math for the length of a circuit that might arc, etc, if a few volts per m2 were applied shows for example that the smaller the size of the circuit board, the less voltage will be available to go through it.
If LEDs were not directional, I'd even think they'd be fine as is regardless, but they are, so, the size is the primary protection unless you shield it.