You mean have 8 LEDs (one for each program)? I *think* you could do that by tacking wires on to each of the 8 perimeter pins of the rotary switch, each wire leading to an LED anode. All the LED cathodes could be tied together and have a resistor to ground. Or they could each have their own resistor for independent brightness control. 3.3v isn’t a lot of voltage to work with, so blue led might not work, but red should be fine, you can experiment with other colors. Resistor value will set the brightness, maybe start at 1kohm. Test with alligator clips before committing to anything.
I attached a very rough sketch of what I described above.
i’m struggling to see the practical benefit. You can label the positions around the knob and the knob pointer would show which one it’s pointing to, unless you need to adjust it in the dark. But, if it’s just about a unique aesthetic, I love seeing that too!