Hi,
just file them down to a light curved surface. You can use a nailfile or some fine sandpaper, the surface do not necessarily has to be transparent.
Depending on the type of filter in your webcam and how careful you are when removing it, your webcam can loose focus or be unusable for normal capture.
So if you want to use it further for normal utilisations and your tracking is good enough let it like it is.
Some webcams has week ir filter so that a good daylight-filter does the job.
The object is to increase the capture of ir-light by removing the inbuilt ir-filter and to block all visible surround light by joining a daylight filter, (floppy-disc, coloured filter sheets or other), to properly tracking just the ir-LEDs.