If you’re sick of dumping dessicated insect bodies out of your outdoor light fixtures, and your fixtures are of a type which is amenable to the process, you might consider sealing them with a couple turns of Parafilm laboratory film. Shown immediately above is my front porch light, six months after sealing with Parafilm wrap. Above that is the same fixture, before sealing with Parafilm, just one week after emptying. Note that this process only works with relatively cool bulbs, like CFLs or LEDs. Bulbs that get too hot will melt the Parafilm and/or cause it to break.
If you’ve ever spent any time in a chemistry or biochemistry laboratory, you are probably familiar with Parafilm, which is sold by the roll and is somewhere between wax paper and cling wrap (but considerably pricier than either). Parafilm is waterproof and resists many solvents, and sticks to itself to form air- and moisture-tight seals that hold up under most conditions for months, if not years. And while it’s probably not worth keeping around just for this use, once you play with it a bit you are apt to discover all kinds of non-laboratory uses for it.