How do you have certain lights only illuminate specific objects in Karma? I know that you use the light linker/light masks with Mantra but this isn't working for me in Karma?

It depends on the version, but right now Light Linking does work (both KarmaCPU and XPU). There may be an exception still for geometry lights, I'm not sure about that right now. So if you have 19.5, it should work, example scene attached.

If you have 19.0, it's not supported for XPU, only KarmaCPU will work.