best way to connect smaller wires to larger

[mainjet]

I bought some seasense lights with small gauge wire. I think it maybe 20 gauge but I don't have them here with me.
https://www.amazon.com/gp/product/B002SWGPFM/ref=oh_details_o02_s00_i01?ie=UTF8&psc=1

I also bought 14 ga. tinned marine wire for the runs but I am not sure of the best way to connect these smaller wires to the larger run wires.

So what is the best way to go about making a good connection from the wires comming from the light to the wire running to the switch?

 

[RivrLivn]

I think it works easiest and looks good to use a power distribution or terminal block like:
https://www.wiringproducts.com/contents/en-us/d234_power_distribution_blocks.html

 

[Bailey Boat]

Captain Anal here..... anytime I put a wire into a boat it gets soldered and sealed with waterproof heat shrink. Do it once, do it right and it will last forever.
There is nothing worse than having to run down a wiring problem when you should be fishing!!!

 

[sgt tee]

I agree with both guys who answered your post, I would solder them together after you twist them, This will work the best and have the best connection, the heat shrink will make the job look professional. In the electrical field we use wire nuts and split bolt bugs but you don't want to use any of that stuff but can if you want to do a temporary fix