Have you tried connecting the roller wires in series or to each other and all the lights inside the cars? I have a set of older Lionel passenger cars that I added an extra roller wheel to get more constant power for a single light.
Yes. Put a small bridge rectifier in each car, like the Radio Shack 276-1152 ($1.49), to drive the lamps with DC. Then put an electrolytic capacitor, like the Radio Shack 272-1022 4700-microfarad, 35-volt ($5.29), across the lights to keep them on over the gaps. If there are lots of lights in each car, you might need multiple capacitors.
This scheme will not keep the lights on if the car stops in the wrong place, but it works better than dual rollers when the train is moving.