Does your dome light work? It runs off the same fuse and wiring.
In the diagram below you can see the left hand door jamb switch and Ckt 53 (Bk/LB) comes down to C125, which is presumably where you plugged your convenience lights in.
And C125 is shown in this illustration. Is that the one you used? Did you get the lights grounded? They have to be to work. Have you put a meter on the Bk/LB wire to see if it has power?
Gary, AKA "Gary fellow":
Profile
Dad's: '81 F150 Ranger XLT 4x4: Down for restomod: Full-roller "stroked 351M" w/Trick Flow heads & intake, EEC-V SEFI/E4OD/3.50 gears w/Kevlar clutches
Blue: 2015 F150 Platinum 4x4 SuperCrew wearing Blue Jeans & sporting a 3.5L EB & Max Tow
Big Blue: 1985 F250HD 4x4: 460/ZF5/3.55's, D60 w/Ox locker & 10.25 Sterling/Trutrac, Blue Top & Borgeson, & EEC-V MAF/SEFI