Have you tried one of those cheapo Cokin filter holders?
I bought one centuries ago when the split tobacco horror was being played with; I've had a plain sheet of glass cut to fit the frame, and if it gets cold where you are, you can do pretty odd things just by breathing on that sheet of held glass and watching how the condensation pattern changes - usually quite quickly - through the viewfinder. (I've found it's best to meter the exposure first, before breathing on the glass, because the resulting highlight smears can upset the exposure you really need.)
Of course, you can also put a minimal smear of vaseline over parts of the glass sheet for other results, but personally, I never dream of putting anything on actual photographic filters. Grease is smarter thn we are: it finds its way wherever the hell it wants to find its way. The further from the lens the better!
Rob C