Yes, the blue dots are not legal, however I know a lot of streetrods that have them, they, like red vehicles, streetrods, teardrops, attract attenion. If you are doing something like speeding, reckless driving etc and the cop stops you for that well, he might write one for the lights too!
If I wanted them they would be on there! The Merc when it had stock tail lights had them, and it was driven all over the South, North and Mid west, and it still has them in the headlights.
Just my 2 cents worth.