If there is plywood behind the vinyl where you are installing the lghts, I use an Allied rigid NM remodel box with the metal flip ups and metal plaster ears to anchor the box and the siding fixture leveler ot the plywood. I cut a retangular hole behind the siding the size of the box, and then replace the factory screws to the flip ups with 2" #6 screws. The longer screws will allow the flip ups to reach behind the plywood and provide the rear pinch. The box goes through the leveler so that the plaster ears of the box supports the leveler and holds it tight against the siding. That's the reason I use the rigid Allied box, since it has the stronger metal plaster ears, and seldom pulls through (unless the hole is cut too large through the leveler). Using the remodel box also keeps you from having the illegal gap between the siding and the leveler.
If it's the blue or pink foam behind the siding, I have a different, more complex method involving 1"x's and a bunch of deck screws. but for brevity's sake, right now I'll bet you have wood sheathing near doors that the lights are going by.
Hope this helps.