In the past I have found the easiest way to do this is create the light, parent it to the object. Then Zero all the rotations and transformations. This places the light close to the object, but more importantly the axis of the object and light are aligned so the light if moved, moves correctly along the objects  x y or z axis, rather than the axis it started with.

This also applies to anything that needs to be aligned correctly , I use this method a lot for reusing hair made for different characters.