Is there significance of Dīpāvalī for devotees in Kṛṣṇa consciousness?

Yes, there is significance.

Kṛṣṇa was bound by Mother Yaśodā on Dīpāvalī day.

In SB 10.9.1-2 purport, it is written:

“Śrīla Viśvanātha Cakravartī Ṭhākura, quoting from the Vaiṣṇava-toṣaṇī of Śrīla Sanātana Gosvāmī, says that the incident of Kṛṣṇa’s breaking the pot of yogurt and being bound by mother Yaśodā took place on the Dipavali Day, or Dīpa-mālikā.”

The whole purport is very nice actually. You can read it.

Also, much before the advent of Kṛṣṇa, Lord Rāmacandra, along with Sītā and Lakṣmaṇa, returned to Ayodhyā after the 14-year exile on this day of Dīpāvalī. The denizens of Ayodhyā decorated the city and their homes with lights to invite the Lord back to Ayodhyā signifying how their lives were lighted up with the return of the Lord. They also offered Him ārati with lamps. So that is the Dīpāvalī.

The festival of lights is also to signify the lighting up of one’s life with transcendental knowledge to drown out the darkness of ignorance.

In BG 10.11, Kṛṣṇa speaks about jñāna-dīpa, the lamp of knowledge.

This lamp of knowledge is not a small lamp that hardly dissipates any darkness. BG 5.16 and SB 1.3.43 compare this to being as bright as the sun.

SB 1.2.3 and SB 7.15.26 also mention this lamp of transcendental knowledge.

So everyone should light this lamp of knowledge in their hearts by reading and hearing Kṛṣṇa-kathā like BG and SB. That is the real celebration of Dīpāvalī.