Your other option might be to get one or two screw in ND filters, but select them to fit your largest lens (the front filter size). Then you can use step-up rings to secure them to the lenses with smaller front elements. The only drawback is generally you can't use the lens hood that goes with each lens, but you do have the option to shade the front with a hat or hand. The screw on filters tend to be a better quality than some of the square plastic filters that fit in filter holders.
Step up rings aren't that expensive, but you'd be better off with something like 52mm→77mm (or whatever size fits) as opposed to the sets where you have to stack a bunch of step-up rings together. Those would move the filter further from the front element.