I also second the suggestion of using a capacitor in series with the winding. That is the way my ceiling fans lower their speed.
Again, as others have mentioned, you have to use a capacitor rated for continuous “run” operation.
How much voltage are you dropping actually with your light bulb? With that value and the current consumption, you can calculate the required capacitor reactance. And knowing the reactance, you can calculate the capacitance at your power line frequency.