This is simple way to attach filters to your HERO3. The 37mm is not big enough for the very wide video and photo modes, but it works well for medium and narrow. As it is difficult to 3D print fine filter threads, this is just a fiction fit. The groves on the back side are design to fit over the GoPro HERO3 Frame, but it doesn't require the frame.
This unit is best for macro lenses, UV filters, etc, not so much for ND filters. If using ND filters in direct sunlight, it is best to use a mattebox as the sun light on the ND filter will reduce contrast -- or you can get the 37mm filter holder than includes a sun hood here in my Shapeways shop.
Note: This is not an official accessory, use on your GoPro at your own risk.