On mine, I went to the salvage yard and pulled the sheet metal "buckets" and stainless steel ring from a newer truck, anything with the bigger headlights will work. Take the piece and weld it inside the '37 headlight bucket so when the headlight is heald in place it just sticks out past the chrome trim ring. Just make sure when you tack weld them in, the headlight is not upside down or twisted.
Most vender's sell the trim rings but I went to a local Harley Davidson dealer and bought some aftermarket rings for a 40's motorcycle. They were a lot cheaper then, I don't know about now since more company's are selling the older truck parts.
Joe