Another option is to place the CPL between the lens and the filter holder: you will need a large CPL, one holder ring of the same size as the CPL, and as many step-up adapters as required for your lenses. It a bit clumsier to handle (you need to rotate and reposition the filter holder to adjust the polarizer), and heavy holders can break the CPL; but it is usually cheaper, and also less prone to vignetting.
Just a quick comment. This will only give satisfactory results if the filters in the holder don't exhibit birefringence. I've found that Lee RF75 filters are OK, surprisingly good in this regard whereas Fotodiox Pro 6.6"x8.5" ND grads are not. The Fotodiox have severe birefringence where the density transition occurs, however they're absolutely fine in practice if the polarizer is in front of the filter stack.
A quick way to check a filter for birefringence is to place the filter under test between an illuminated LCD computer/TV screen and a linear or circular polariser (front of the CPL faces the screen). If you rotate the polariser and the filter being tested the filter should darken uniformly without striations or areas of uneven color.