The sk6812mini-e arrived today. I soldered one on to the PCB and flashed a new firmware. And it works!
I’ll still have to connect more of them to figure out if power consumption will be a problem, but so far so good.
One thing I’ve been debating is whether to mount the switches north-facing or south-facing. This will affect if the LED will reside at the top of the switch or the bottom of the switch. I’m aware that the nerds of mechanical keyboards will tell you to mount switches south-facing because it will sound better and it will support all keycap types. This is the configuration of the prototype and I think I will keep it like this.
There are however one benefit of north-facing and that is that the LED will shine through more where the letters are on the keycaps. So if you are using keycaps where letters are shine through, this would be an advantage.
But then again the keycaps I use are not shine through so I’ll just keep the switches south facing to be able to support more types of keycaps.
Here’s an image of the keyboard enthusiasts arguments for south-facing vs north-facing. 
https://fantechworld.com/north-facing-vs-south-facing-switches/
At last, here’s a video with a few more LEDs soldered on.