With an ultra-wide like the Sigma 8-16mm, front-mounted filters are difficult because the lens sees such a wide angle that holders and filter frames can vignette, especially at the wide end. One answer notes there are threads on the removable front barrel/cap mount, but using them can still cause vignetting at shorter focal lengths.

A rear-mounted gel filter is often the more practical approach for lenses that can’t easily take normal front filters. Some large or ultra-wide lenses use rear drop-in or gel filters for exactly this reason. However, the Sigma 8-16mm does not appear to have a built-in rear gel holder, so any DIY rear mounting would be at your own risk and must leave enough clearance for the camera mirror.

A flat filter itself is not inherently a problem; the main issues are mechanical vignetting and possible image degradation from extra material in the light path. For this lens, keeping anything in front as large and as close to the lens as possible helps, but may still not avoid vignetting. If you want to try it, a thin gel filter at the rear is the most promising workaround, used carefully.