Yes, it is safe to power LEDs from an open slot on your transmitter; you'll need to install a resistor in the line between the receiver plug and the LEDs. Most LED have a max rating around 3 volts, anything over that will fry the LED. There are electronic switches that can plug into the receiver and power on or off various optional equipment.
I know of several LED light kits for
aircraft that incorporate a switch with the light unit; most of the aircraft LED kits have flashing red and green LEDs as well as steady on (solid) white LEDs.