Another thing is, with the limited experience I have, usually the brightness of the LED drops radically with a colored filter in place. Even when of similar colors.
For example, I've tried red, green and blue lenses on the Nite Ize module. With the red filter in place, it's probably no more than 1 lumen total output. The blue is a bit better which is what I expected since the white LEDs are derived from blue LEDs.
I've also tried a yellow lens (taken from a 55mm camera filter) on a Mag. With an incandescent, I got the results I expected. With a Lux III Magmod, I was quite disappointed in the output though it is probably enough for many uses. I was just inspired when 3rd shift did an amber Lux mod.
Overall, I'd have to think that using filters, even of optical quality, would be of very limited practical use with LEDs.