Tcl command execute_module doesn't seem to work

Ok, I solved this on my own. First, I was calling the cdb tool instead of the cpf tool. Second, you can't specify conversion/output options to cpf on the command line. They have to go in a separate config file which you specify with the --options argument. You're not even supposed to edit this by hand; rather you run the quartus_cpf tool from the shell and it prompts you with options that are based on your eeprom device (or whatever memory you have.)

So the resulting solution is:

$ quartus_cpf -w config_file.txt     #  From your bash terminal or command shell

Then the Tcl script line is:

execute_module -tool cpf -args "-c --option=<full_path>/config_options.txt --sfl_device=\"5CEFA2\" --device=\"EPCS16\" <full_path>/simpleled.sof <full_path>/ simpleled.jic"

For paths, the .sof is in output_files and that's where I put the .jic file too. I put the config_options.txt in my root project folder since it's a small project and that's where everything else is. From here, you can figure out how to add this to your task list on your own with a bit of tinkering.