Yes, I clicked the links and read your post. My feeling is that that type of connector is not suitable for connection to very thin individual wires; they could break while you are mating and unmating the connectors. If you want to use that type of connector, I would use a 2-pin connector and common up the wires inside the model. This restricts your future options for controlling LEDs individually though.
What you're doing with the LED leads sounds good, but you don't really have the option of doing that with those connectors. My suggestion of bundling the wires together is simply for rigidity; the wires would provide mutual strain relief. After that, it doesn't matter what kind of connector you use, although I would go for one that (a) has longer terminations to attach the wire to, (b) has a shorter travel distance for connecting and disconnecting, so that wire movement is minimised, (c) has some kind of locating system so it's impossible to mate the plug and socket the wrong way round or offset, and (d) has a higher density, if you want separate connections to all the LEDs.
For an example, go to digikey.com, go to Product Index > Connectors, Interconnects > Rectangular - Board to Board Connectors - Headers, Receptacles, Female Sockets, and in the "Series" box, choose "CLP", then click Apply Filters. Have a look at those options.
I suppose that pin strip approach might work well if you can attach the pin strip physically to part of the model, and use the socket strip, with heavier wires attached, for the connection to the drive circuitry. If that was what you meant, then I didn't get that impression from your post; that's why I said I wasn't sure what you wanted to do.
If you use multiple pins, you could remove some pins and block up some holes to protect against offset or reversed connection if you think that's necessary.