Last summer I was helping do costume design for a local theater production here in SF. I noticed all of those theater gels that they use on lights, and I asked the lead tech if I could have some scraps, since the gels come in big sheets that have to be cut down.They were just throwing this stuff away! I'm sure you can display a little resourcefulness and find a theater in your area that uses these gels for stage lighting. More than likely they have some scraps laying around they wouldn't mind you having if you ask real nice or volunteer to be an usher or something.
Now, since the Holga has a plastic lens anyway, and it's not like we need polished, coated glass filters for this, I figured this would be a perfect economical and lightweight solution. Basically, you can cut these bits of colored plastic down to size with scissors, and then either tape or use a rubber band to hold them over the lens or the flash unit. So, for the price of nothing, we've got a set of colored filters to make our own colorsplash flash AND filters to go over the lens of the camera!