Laserium used plastic wheels almost exclusively, but we also used less than a watt. Sure you can put stuff between the beam and the wheel. Diffraction gratings, liquid crystal cell, etc., and you can put stuff after too. A lot of wheels would look better with some focusing. Just a positive lens at the right distance (experiment!). If you're using multiple colors with different beam sizes/profiles you might want to address the size diffrence. If your beams are superimposed - split the beams up using a prism, this really (REALLY!) makes the Lumia more interesting.
"There are painters who transform the sun into a yellow spot, but there are others who, with the help of their art and their intelligence, transform a yellow spot into the sun." Pablo Picasso