The final colour light you want might not be so great with a white LED filtered through a lens. White LEDs are actually a blue LED coated with a yellow phosphor, some blue light goes right through the phosphor coating. The "white" light spectrum has a broad yellow hump and a blue line, the colour temperature is adjusted by letting less or more blue light through.
You will be wasting a lot of light by filtering it, for sure. Since you have a choice, use the same colour LED as your lens.
The original filament lamps didn't have any choice, they came in white light only.
If you want a blue LED note that they always seem to look twice as bright as the equivalent green, yellow, or red ones. I used blue for a high beam indicator and it was very bright and distracting at night.