How can I warm up my new LED recessed lighting
LED (and other) light bulbs are available in a variety of different color temperatures. Look at the packaging for the bulbs you bought. Are they labelled as "cool white" or "daylight" with a color temperature around 4000K? Just return them and get something labelled "warm white" or "soft white", with a color temperature around 2700-3000K.

While you could potentially alter the light with a gel, there are a couple of potential downsides. First, the added filter will limit air circulation around the bulb, potentially causing it to overheat and fail prematurely. Second, it won't look as good as a stock light. Since the change you're looking for is likely available by simply using a different bulb, I'd suggest you shop around instead.