Supergel and roscolux are made in the exact same manner. Supergel is the european name for roscolux. Rosco however does use a deep dying process to make their cinegel and storaro gel ranges.
According to that Rosco link... most of the Roscoluxline is extruded but part of it is also deep dyed. E-color uses a surface coating process similar to Lee (and Apollo I believe)
Going back to the original post if you are doing something with glue I would make sure you are working with one of the Roscolux gels which is extruded. You probably have to ask Rosco which ones that is. Reason being the color is encased on both sides with plastic. If you take some acetone to E-color, Lee, Apollo, you can wipe the color right off (not sure about the Rosco deep dye). My feeling is high temperature glues would be likely to do similar damage to anything but the extruded Rosco stuff.
Also is there a way you can use tape to attach the gel? Muffler tape from the auto parts store is a great high temperature material. I've used it to put gel over those big yellow 500w contractor's halogen work lights.