I missed this when it was announced a few months ago but Meike have released an EF>M adapter that has a drop in filter slot. It ships as a package with both the Variable ND and clear filters but also has a polariser available too and of course supports all AF and IS functionality  €165, I'd say its very reasonably priced for what it will add to EOS-M rigs but of course thats all relative when it costs more than the insanely cheap prices the actual camera itself goes for these