The old lights in the ceiling had an earth connected to the metal ceiling light housing. My new LED down lights are metal but don't have the earth connection, I think they are double insulated so don't need one. Anyhow can I simply connect the earth wire to the metal housing support for extra reassurance?
I'm pretty sure that would be against the code. Most likely neutral comes together with ground anyway but that happens in the breaker panel and there may be a GFCI breaker first to check for imbalance, then after it neutral connects with ground. I hope you have 3 wires coming out of the ceiling, Hot, Neutral, and Ground. Also the new lights should have those 3 wires as well. Ground would only be used for the housing and possibly as a fail-safe in the power supply. The "return current" should only go through Neutral. The power supply of the lights may only use Hot and Neutral. If you do not have the 3 wires coming out of your ceiling and out of the light fixture, then ignore my answer because then I don't know.