You could, what I would do is look for some kind of blue plastic light filters they use in the film/theatre business which are designed for high temps, or some kind of clear plastic that can take the bulb heat.
I recently used some clear red plastic to replace the green lights on my alpine with red. So now all the buttons are red and the display is green because it can't be changed, but it looks 100% better now, actually much cooler than before.
So I would say yes it could be done.
Another thing you can do to the bulbs which I tested was to use a blue permanent marker and mark the bulb blue. I used a blue medium point sharpee on an indicator bulb just to see if it would work, and it did. I of course did not put it in the car, that bulb is used as a discharging bulb for my olf RC car batteries from years ago. since I had the bulb lying around I tried it and it worked.
Hope that helps.
'92 300CE - Sold
2004 C240 - C7 Wheels
2015 ML350 - P1, Pano, Ash poplar wood, Sport Dinamica interior, Running Boards Keyless go.