I'm not sure if lights can be attached to projectiles, but if they can.
You'll need to use the variable that references the projectile object being created, which really depends on how your onFire code looks.
If you're just using Parent::onFire to use default behaviour, you'll need to do %projectile = Parent::onFire
If you're not using the parent, assuming you're copy pasting some common code that goes around, you should be able to just use %p instead of %obj.
Just for reference, in a typical ::onFire code you'll find:
%this is the weaponImage datablock.
%obj is the player that is shooting.
%slot is probably 0, 1 if it's a left handed weapon.
%this.projectile will not be the projectile object, but rather the projectile datablock. Which isn't a world object that has properties like position and such, but rather a baseline for projectiles to reference common data from... Such as the model file, damage, base speed, etc.