I would recommend under the awning and not on the awning. Not only can you use them without rolling the awning out, but the awning still holds a lot of water when rolled up and you run the chance of the light strip holding water as we'll in the rolled up position.
2013 White Hawk 28 DSBH
2011 Jay Feather X23J (traded-in)
2011 Ford F-150 XLT w/towing package
RoadMaster Active Suspension
Reese Trunnion Bar WDH w/Dual Cam sway control