If you have proper running lights certainly use them. Most of the charter boats are lucky if they have a working flashlight. We do carry small lights in our pockets or shore bag. Staying alert and avoiding other boats is the best way to protect yourself.

Here is what Boats US has to say on the subject.

Finding your boat in the dark can be a challenge. Ask everyone to keep the flashlights off to preserve your night vision until you get near the boat and are ready to tie up and unload. A solar garden light tied to a stanchion provides an inexpensive nighttime marker low on the mothership at the height where people in a dinghy are usually looking. Also, battery-powered LED lights in various colors, such as blue, can be suspended from dodgers or towers and won't drain your onboard energy reserves. Make sure lights such as these don't conflict with lighting required by the Navigation Rules

Establishing and maintaining night vision is the key to protecting your crew. Each night and anchorage will be different.

http://www.boatus.com/magazine/2016/october/dinghy-basics.asp