Because LED lights last tens of thousands of hours, I'm guessing you are using the grocery bags to be able to access and change the incondescent pin lights. Unfortunately, unlike LED, these also generate a fair amount of heat. When I applied the foam, I tried to leave one hole partially open on the backside (away from view),on each wiffle ball. However, working with Great Stuff is a challenge and it doesn't always do what you want.
Regardless, I would be a tad concerned that the heat from the non-LED Bulbs could burn the plastic grocery bag. FWIW.
If you can use LED bulbs, all of this becomes moot.