In my original reply, I was referring to a situation using a filter over a bulb that would flash and not be constantly on. A colored filter over a par bulb in a rotating bar will not work for two reasons. The filter cannot mount properly because of the V shaped metal bulb retainer clip and the constant heat from a constantly burning bulb will rapidly distort, warp, and melt the filter.
In almost 30 years of dealing with lighting, I've tried everything possible, including using those colored filters that go over outdoor lawn lighting, using stained glass paint directly on the bulb, and using model 14 beacon domes around the rotating assembly with the tops cut off and notches in the lower sides for the belts and gears to move freely. Since replacement domes were so expensive back when Twinsonic and Code 3 SD sealed beam bars were widely used, converting old surplus bars from red and blue to amber took a little ingenuity when you had the fortune to get ahold of bars with clear domes. The best solution I ever found was to put a dab of silicone in the center of the bulb and attach the filter over the metal retainer clip. The filter eventually melted but lasted much longer than usual.