Hi Bee - the drilling is very easy. I'm not particularly handy, and I was able to do it without breaking a sweat. There is a Web page that give the specs on the whole process. Basically, you remove the reflector, stuff it with paper towel or a soft cloth to help protect the reflective surface (it's very thin and fragile).
I was able to hold the reflector down on a flat surface with one hand, and use my electric drill in the other, and very slowly drill the hole wider. Some suggest using 2 or 3 smaller drill bits, working your way up to the final size (I think it's 1/4-inch) - I did it in one shot on the second reflector that I did.
The only other thing to do is trim the leads on the LED to a certain length - very simple.
Also, the MJLED works in a 2AAA Minimag - of course, with a shorter battery life.
As far as where to source it, I don't know of anyone in Canada carrying them. You could join CPF, then post a question if anyone has them, or you could go on that site's buy/sell/trade forum and and post as "WTB (Wanted to Buy): MJLED" and see if anyone in Canada has some extra to sell.
Finally, that eBay vendor listed as lighthound_com is a member of CPF and has, from all I've heard, a very good reputation as a good person to deal with - check his eBay rating, which I'm also told is high.
Good luck
Dave