I used the amber reflectors for license plates that come with the wing nuts to mount them on.
First, I cleaned up the penny and shined it up with metal polish and a felt dremel tip. Then I took acrylic and pooled it up on the face of the penny and let that set up good. Then I superglued the penny to the reflector and let that set up completely. Then I put the reflector in a jig an mixed more acrylic and put it on the penny face and let it run down the sides of the reflector and drip off the back side. Once it sets, you can grind off the excess acrylic from the back.
I got the acrylic at a hobby store. It is the kind that has two parts you mix equally. I'll try to edit this later and add a picture of the reflector for reference.