This effect was done by shining light directly in the same path as the lens. A half-translucent/half-reflective mirror (as in a "two-way" mirror) was placed in front of the lens at a 45 degree angle, and a beam of light directed on to that.
darkness \ <-- light
The light would shine half through the mirror and half be reflected onto the subject; the camera's image would be half from the subject and half from whatever is to the left; to avoid that being an issue, one would presumably mask that with dark cloth to absorb the light shining through and avoid reflecting it back.
One could also use a ring flash to obtain a similar "on-axis" lighting effect, although of course the characteristic reflections would be ring-shaped, not the full circles seen in the replicants' eyes.
See this article in the American Society of Cinematographer's magazine for more on how these effects were done, including quotes from the film's cinematographer, Jordan Cronenweth. (He notes that "very subtle colored gels" were used as well.)