Use white or a light color for the lithophane part, 0.1mm layer height or lower for best results (long print).
The rest can be printed with 0.2-0.25mm.
I made 2 models with different characters for my two kids:
I provide the FreeCAD file, you can customize it with your own image file (requires the FreeCAD lithophane workbench extension). Use an aspect ratio of 3.14:1
For the LED part, I used a cheap (<2euros) Maxter USB 1 meter LED strip (comes in white or RGB) wrapped around a PLA cylinder (see pictures).
The author marked this model as their own original creation.