I never really worry about keeping the connections dry. Or at least not any more dry than those cheap cable piercing connections that come with the fixtures. I cut the feed cable at each light and connect both cable ends with the fixture tails using a Buchanan crimp and a splice cap and then tape that up.
The all copper crimp and wires seem to make a good long term connection.
Mark
indeed... piercing saddle taps suck. what i've seen that seems to work well, but
makes splitting the connection later difficult, is making up with a wirenut, taping
the wires together above the wirenut so it doesn't get pulled on, and dipping the
wirenut in scotchcote, leaving it upside down to dry full of sealer...
edit: best done AFTER everything is in and tested....