Add dynamic lights for the models and set the wmb entities to unlit?

Change the skin of the models?

Both have their disadvantages...

Did you try to build the wmbentities with the models included?

http://www.puppenheim.org/
http://www.wuerfels-welt.de
Old Game Tutorial: http://www.puppenheim.org/MITutorial.zip
Free Game Editor: http://puppenheim.org/AlienalsWeihnachtsmann.zip
http://www.puppenheim.org/blender_starting_main_settings.txt