I've used a Sharpie. They come in black and gray, so you can pick your flavor to match the light. It won't last forever, but is an easy quick fix that will last for a good while.
Gunsmith suppliers (i.e. Brownells, etc) sell a touch up pen for black anodized aluminium. It's basicaly a low gloss black paint pen. The touch-ups last a bit longer and are a bit more opaque than the "Sharpie" version. But there is drying time involved. I've used both methods to touch up the miters on anodized aluminium picture frames, but I usually just let my lights "acquire character".