I would not worry about your flash lights because most do not rely on integrated circuits to operate. A flash light is simply a incandescent or LED bulbs, conductors, battery, and switch.
So the incandescent and LED bulbs are the only things that would be affected by EMP but not too much. Both of these bulbs can actually handle the high voltage low amperage discharge that an EMP would produce. Will the bulbs be damaged by EMP? Maybe, depends on the intensity of the EMP discharge. Do you have to worry about protecting them against EMP...no.
The best way to protect against EMP for your sensitive electronics is successive metal containers inside each other. Each container must be fully sealed with conductive metal. Think container, inside container, inside container, all metal.
This information comes directly from US Dept Of Defense "Effects of Nuclear Weapons"
The Effects of Nuclear Weapons