Update: The Freewell Mavic 2 Zoom variable ND filter 2-pack is close enough to the right size that it works. I also bought some 22mm outer diameter 20 mm inner diameter 1 mm thickness nitrile rubber o-rings to make up the size difference and add enough grip to hold the nd filters on the camera barrel for the Anafi. They fit right into the thread in the nd filters, and right now there is enough friction to hold everything in place. I might add a thin layer of rubber cement to hold the o-rings in place to be safe, but it seems to work great. They are a little bulkier than the standard Freewell set for the Anafi, so they need to be put on after camera calibration (just what is recommended with the regular filters anyways). There is no vignetting, either.
It's not the cheapest solution, but it seems to be working.