Except with polarizers, you don't need to physically attach the filter to the lens with anything. If you did the Lee "snap-on" system that Darren mentions, which I used for quite a while, wouldn't work because that system doesn't hold the filter perfectly tight up against the glass and yet it works fine.
So just buy 4" square filters. Hold them by the corner with one hand in front of the lens, maybe just lightly brushing the outside metal rim of the lens or without even touching the lens, and trip the shutter with your other hand. Just don't push or shove the filter firmly up against the rim of the lens, if you do you might move the lens a little. Just get the filter up in front of the lens.
Works fine, I've been doing it for years ever since I looked one day at my Lee "snap-on" system and realized that it wasn't holding the filter tightly against the lens, there was a slight amount of space between the filter and the lens. So I figured I could do as well holding the filter by hand and dispensing with the rubber band and snap-on filter holder, which I've done. So I still use the Lee filters, just not with their holders.
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