I know that you're talking about 05+ xterra, but I have mounted Hella Micro FF directly to the wind deflector. I haven't had any problems of the lamps getting loose or any. I'm sure you could do the same with 05+ deflectors...

http://community.webshots.com/photo/416928948/1416953552043574248yUQuWL (Copy & Paste)
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Who's missing? And, where about?