My prototype filter holder to attach Rosco swatch samples to my flash.

I used the bottom of an isopropyl alcohol bottle which slides snugly over fuzzy Velcro pads stuck to the sides of my flash. I cut an opening in the bottom of the bottle to expose the filter gel, making a wider opening at the end for excess length of the filter to stick out.
I removed the gel samples from the original binding post and put them on shower curtain rings so that I could flip to the one I want to use. I needed two rings since one wasn't large enough.
A large diameter book ring might be a better option, but these were cheap.