Buying the plexiglass
The second thing I made was to buy the plexiglass, just the same dimension as the squares. These are the first tries with leds in the squares. The plexiglass still had the plastic protection.
Probably the plexiglass is one of the most expensive materials to buy (apart from the glass, of course). I think I got this piece for about 35€ (I was lucky the had some cut rests I could use) in a Madrid shop.