Yes—because that rear clear filter is part of the optical path, you generally need some glass in its place.

Practical options from the community:

• Replace the broken glass with plain glass from a similarly sized filter. A 25mm filter’s glass was suggested as a fit without cutting. Carefully remove the shattered pieces with eye protection, then attach the new glass with an elastic/contact-type adhesive. Avoid cyanoacrylate (super glue), resins, and paper/wood glues.
• For digital use, a short adapter may help recover focus, depending on the mount/camera flange distance.
• You can also use one of the included colored rear filters instead of the clear one. On digital, the yellow filter can be made usable with a custom white balance.
• On film, the colored filters are mainly practical for black-and-white photography.

Best all-around fix: replace the shattered clear glass with plain optical glass from a suitable filter, since that preserves normal use on both digital and film better than relying on color filters or mount-adapter workarounds.