Big thanks to Joe Balint for coming up with the idea to use a skull for the stereographic projection!
I modified my script to create a difference from a hollowed out skull and the projected picture, so adding a light in the correct position should display the picture. This is just a proof of concept though, it may be hard to print or find the right spot to place the light. Later it might be possible to modify this into a full-blown lamp.
I have not printed it yet, but it slices just fine in Simplify3D. It will need support though.
The stl was converted with http://www.thingiverse.com/thing:1383325
Edit: It looks like the Einstein projector does not slice in Simplify3D after all, seems I missed a problematic part when trying it out. Maybe other slicers can handle it. I will try to make a lower res version that works. The maze does work, so if you keep the border black or use thicker black/white areas around the border and set white_threshold below 1, like I did for the maze, it might work.
Edit2: I improved the base skull form and played around with the projection parameters a bit, this should give much better results. It still does not slice in Simplify3D, but now it is just minimal detail that is missing, probably I can find some working parameters when I have some time. The skull walls are now much thinner, there is more surface area touching the build platform and I cleared out the light path. I marked the northpole on three pictures, the projection angle is 45°. The maze will not work with walls as thin as that, so I'm leaving the old version here as it is working that way.
A lower resolution version, that actually slices in Simplify3D, is here: http://www.thingiverse.com/thing:2142104