Two comments, one a solution, the other a general thought.

The solution, if you're committed to the '39 shape, it to get the LED replacement units, they say both DOT and SAE on them. Plus, they're more visible to the econobox dolts talking on their cell phones who are "driving" behind you. If you shop around, say ebay for instance, they can be bought for around $50 (just the light/lense units, you provide the housing and bezel which I presume you already have). They have a standard plug in pigtail that will fit your existing socket.

The general thought is that most states have an exemption for "original equipment" for vintage cars that were manufactured before current standards were instituted. Some call it "grandfathering". Not sure what you're putting the lights on, but if it's something old you may be able to "argue" the point, but you'll have to do your homework for NY regulations if you want to stay with stock lenses.