Is it possible in any way to instance lights onto particles, so that every particle generates light and shadows?
If not, is it possible to do to a light what a duplicate SOP does to geometry?

use instance obj,enable point instancing.
then dive into it's network,create a pop network.

Alright, I'll try that. I tried something similar, but I forgot to enable instancing, so hopefully it'll work this time.

EDIT: Works, thanks. Turns out I just set up my POP network incorrectly for instance rendering last time.