If they are glass , they are buying the colored glass from schott , hoya or other filter glass maker.
And there are plastic resin ones , they are made from a widely known plastic.
If you want to make your filter , choose plastic technology and research it. At tiffen website , there are the chemical name.
There is also software tiffen filters , you can download from torrent , try mininova and microtorrent.
If there is specific colors at your mind , contact with schott , may be thay can be cheaper than tiffen ?

U.