If about 4-5mm of foam will seal it, go to B&Q and find a roll of adhesive backed draught excluder. Make sure lamp body is clean and dry so the foam will stick well, and keep any joins at the bottom.
Alternatively, get a tube of gasket sealant, (like around your bath, but specifically automotive as it has less acid in it). Cut the nozzle to make a large diameter bead, and lay oout a bead around the lamp. Allow it to set and you've made a gasket.