The problem with stubbing out a piece of mc or flex with thhn/thwn is that the insulation is not rated for the temp. of hid fixtures. I've opened some up where, not only the wire is brittle and cracked but the same for the wirenuts if they're not heat rated.

They make a type of moly that works on sheet metal...i get them at a business that specializes in screws and bolts.

Zero