This diffuser can be made out of PLA or PETG, it mostly depends on what kind of effect you want to obtain.

I made it out of both transparent PETG as well as a slightly translucent white PLA, I kind of prefer the results with PETG.

I highly recommend fiddling with the slicer settings for solid infill and a 1mm  thickness for the bottom shell. 

I also set the infill direction to 0 and to alternate. This should lead to a more diffused light even with something like transparent PETG.

Here is a comparison between the flash without anything on top vs the PETG diffuser vs the PLA diffuser (all 3 at the same flash power).