Unless you have the correct materials and tools, the process of trying to polish glass is not an easy one, as mentioned you will damage the coatings that are on the filter and hand polishing is very nearly impossible with out specialized materials and trying to get an even polish is even more difficult. As will said, your best bet would be to send back and see if another turns up, or get an adapter ring and then you can used standardized threaded filters. You need to shoot it as is, to find out if in fact it will cause problems in the actual image, if it is on the edge, you might find that it won't cause any problems.
Dave Parker
Satin Snow Ground Glass