Here is the thread with a big discussion on it:
http://www.thedentedhelmet.com/f20/rotj-left-guantlet-light-wip-49568/?highlight=gauntlet+light
All you really need is something similar to this (check dimensions first):
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These can be found online or at local hardware stores. That link above goes directly to some that have been used. If you get one with cables already attached that's a huge time saver for someone not electronically inclined (like myself). Grab one of these:
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Match black to black, red to red. You can seal with electrical tape, or butt connector, but I liked using these guys:
View attachment 91076
They twist to lock so you know it's a tight seal.
I put industrial velcro on my 9volt to keep it in place and then just attach the clip when I want to put it on. I previously used a 9v battery box with an on/off switch, but this saves a lot more space.