I assume that you are talking about placing a color correction filter over your proof to try to make a visual match against the original?
It's an interesting thought, but I see a few shortcomings with that concept. First, is that if you are viewing through a shiny material, it will be tough to make an accurate comparison, as the surface and reflections will be quite different. Also, I have yet to see an inkjet film that maintains transparency, even with dye based ink, so I can't see how printing your own would be much help. You could get color correcting lighting gel, like CTO for tungsten/daylight conversion, and it comes in various densities that are totally transparent. I'm not sure that it would offer much more than a vague direction to lean the adjustment, though, as it wouldn't really be likely to have any correlation to what +5 of cyan (for instance) in Photoshop would give you.
More significantly, though, is that this approach would only seem to be useful for global color adjustments. Aside from a minor global value adjustments that I make with curves, I rarely use adjustment layers for art reproduction that are uniform corrections to the overall hue of the file. With an accurately set white balance, the focus for me in color correcting to match an original painting is in dealing with metamerism and quirks in the profiles and the sensor's recording of very specific parts of the spectrum. I find that most of those corrections are specific to the paint and substrate in specific works.
If I shoot a MacBeth Color Checker, it comes out perfect without the need for any adjustments. A patch of oil paint that looks to my eye to be an exact match to the sky blue patch of the CC, though, may look more cyan or magenta. It's really a case by case tweaking that I find is required, and often my adjustments are made with Hue/Saturation or Color Balance adjustment layers targeted to a very specific hue with a mask made using the Color Range tool in Photoshop. I don't see how physical filters would be worth much for that type of issue, except perhaps as a learning tool to train your eye to see which direction a color needs to be leaned.