I have seen that those little halogen lamps have some clip on thingies that allow insertion of a piece of gel - wouldn't try dark shades though - also you can get a fitting that is a small 'barndoor' fitting - think it was only 2 doors, not 4. Not really useful for long throws though, I suppose.

Many years ago I built some paraflood into tin cans... could put gels on the font. Today I might use halogens and use smaller cans. You need to ensure that they are wired correctly and safely.