There are now a few good ND filter systems available for mobile filmmakers that fit directly over the phone camera lens. I have been using the PolarPro Iris filter system for some time and love it. It even fits over the wide and telephoto cameras on the iPhone 11 Pro and Pro Max. Sadly, it seems that PolarPro are no longer making the Iris system.
However, they have recently launched the PolarPro LiteChaser Pro. The LiteChaser Pro is a case mounted filter system that accommodates a set of proprietary filters. These filters range from fixed ND filters to a variable ND filter, and a circular polarizer. They are available in various kits that include some filters, and the filters are available separately also.
If you have a metal cage or a case with a threaded lens mount, then you can use one or more step up rings to mount standard circular photographic filters over one or more cameras depending on the cage. A common size threaded lens mount is 37mm.
My favorite lightweight filter solution for the iPhone 11 Pro Max is the Moondog Labs Multi Camera Filter Mount. It provides a standard 52mm filter thread, and is compatible with all iPhone 11 models. It will cover all three cameras on the iPhone 11 Pro and iPhone 11 Pro Max.