I would like to build a small torch that would "dry" this sort of gel:

http://www.ebay.co.uk/itm/252371823062

I have one of these powerbanks:

http://www.ebay.co.uk/itm/Portable-...-Battery-Charger-With-Key-Chain-/231777736401

And a set of these:

http://www.ebay.co.uk/itm/50pcs-5mm...317602?hash=item338ae0c1e2:g:NJ4AAOxyJX1S~DPO

I also have an assortment of discrete components like resistors, LM317, transistors, etc.

Instead of buying yet another device, how should I build an efficient circuit to light these LEDs (just a few)? Constant current driver? One resistor per LED?

Thank you

 

What is the ampere-hour rating of that powerbank?
How much current will the LED(s) take and how long do you need to power them?

The most efficient is to use a switching constant-current circuit to power the LED.
For example, here's a relatively simple example circuit using a common comparator IC to do that:

Otherwise just use a resistor in series with the LED.