Can You just place one on top of where the light comes out? Anyone tried?

No. One, the projector does not have anamorphic functions. But the reason why they do not have these functions is most likely due to it not working. The lens required would have to be absolutely huge, due to the entrance and exit size of the image. I doubt you would be willing to pay for a 4K anamorphic lens the size that would be required. Would probably cost $20,000.