Hmm... its almost as if someone I know has made a thread about GoPro filters?
Who could that be, I wonder?
https://newschoolers.com/ns/forums/readthread/thread_id/605321/
Most of the good info is past the first few posts.
But yeah, the reason pollard has it on the outside, is probably that the filter he is using is very nice. I have also heard of people machining threads onto the outside of the gopro lens housing, and modding a step up filter. Maybe this is something like that..
But yeah, check out this thread, FREE DIY circular polarizing filter for a GoPro.