I haven't found anything close to it on the board, so I'm sharing a little tip if you want to make your own LED color changers. It can take a bit of time, but they are really easy to make and cost near to nothing, with only commonly available tools.
You need:
• colored tracing paper (0.5 €/A4 sheet)
• a hole punch
• scissors
• ... and that's it.
A printer is handy to print the template and will save you a fair amount of time. A straightedge and a box cutter will also speed things up to cut the strips but you can do fine without.

The pictures should be self-explanatory, but just in case, here are the steps to follow:
- print the template on a sheet of colored tracing paper
- cut strips
- punch holes
- cut squares
- optionally, cut the corners of the squares; this is the most time consuming step, but it will prevent the corners from "catching" under the cap, and they will make the square easier to remove.
The squares are 15 x 15 mm, with a ~5mm hole in the center; you don't have to cut them perfectly, as a matter of fact having one or two sides hitting the cap wall will make them stay in place and prevent them from moving.
I chose colored tracing paper since it's semi-transparent and shouldn't dim the light as much as solid material. However, with only one layer of paper, the colors are washed up by the intensity of the white LED, so if you want more saturated colors I'd advise you to stack two squares under each cap. Here is the difference between two layers of paper (first three caps from the left) and one (next two caps): (the picture was taken in broad daylight so as not to cheat with colors and lighting intensity)

Just as with solid plastic color changers, you'll lose some of the LEDs' intensity, but they are still bright enough for daylight use. The mod will also slightly dim the halo under the keys, but it's still there, and altered by the color change:

These color changers are cheap to make and from the pictures I've seen, the effect is the same as the solid plastic ones. They stay in place under the caps (I was afraid I'd have to use thin o-rings, but they're holding fine on their own) and since they are so thin they cannot be felt or heard, even when you stack two. If you have a bit of time, I think it's a fun mod to try, especially since it costs next to nothing.
I'm attaching the template I made (216 squares on an A4 sheet), but it's a Sketchup file; if anyone knows how to convert it to a .pdf file (easier for everyone to open, and makes printing to scale easier), let me know.