Something like this?
Think this is a Schneider ND filter that I used on my PJ.
Just used the 4th mounting arm and made a filter holder from some metal I had laying around.
I've done some checks with test signals and I can't see any difference with the light reflected back into the lens by eye.
The Projection Design projector I have does have a fixed Iris that might be stopping some of the light getting back on the DMD.
Since I took this photo I've rotated it off axis a bit but you'll reflection some light back into the room from the filter.
I can also slide out the filter if I need some more light or when the lamp gets a bit old.