Had a look at my other canon fit lenses, and this seems to be a "unique" design. The mount looks different for the sigma 15 FE, the standard zoom, 50 f1.8 and the 60mm macro.......
my ideas at the moment
a slight overfit filter, with a small edge on the underside to keep it from slipping.
You migt be able to tape it to the underside of the filter, make a 90 turn and tape it to the outside of the small protruding bit in the middle witht the glass in it
Final attempt: use a larger filter and totally fill the circle. So that the filter lies on top of the glass, and cant move anymore. Doesnt matter if it is square or round, as long as its a tight fit.. (also, more filter to selle for Alex :-)
Gerard
PS: Dont have this lens yet, but it looks like I want this lens also in the end