If you go with plastic, I'd recommend black ABS. It is easy to machine, tough and bondable. Delrin/acetal machines well, but it is a bit brittle (relatively) and not very bondable. UHMW is can't really be glued at all. Coefficient of expansion really isn't all that important for what you are doing as long as the material is homogeneous (wood is not). For construction, CNC is the way to roll. All this said, wouldn't it be easier to just use three filters and three sheets of film in a 4x5? I realize it isn't as cool, but it would work as long as the scene isn't moving much.