I think the simplest approach is to use the dichroic filter glued onto the front glass using UV cure adhesive but you still need to get the blue lights into the torch. Not simple at all as Lars points out. There are up conversion phosphors but they are expensive. There are a bunch of blue LED torches on ebay, waterproofing them might be an option.
If the glue is applied only to the rim of the dichroic filter and the front glass, the air pocket caught between filter and front glass will inevitably cause the dichroic filter to shatter under water pressure.
If OTOH the glue is applied to the entire surface of both the dichroic filter and the front glass, the glue may not be fully transparent, e.g. might contain small air bubbles, or might dampen the light output (even without air bubbles), which is not very desirable either.
What you can do for example however is to use some piece made of rubber to hold the filter and attach it to the torch, e.g. a rubber collar used in plumbing to connect tubes of different diameters, something like that.
Or make your own mount, e.g. of rubber or plastic.
The idea is that the water should be able to flow relatively freely, in order to avoid captured air bubbles and in order to make cleaning easy after a dive, while at the same time providing some protection to the filter.
The water flow may also be important for cooling.
When replacing white LEDs with blue LEDs, check out the specs whether there are compatible types.
Some Cree LEDs for instance have both white and blue variants, such as the XR-E and the XT-E, for example.
Check out http://www.cree.com/.../Products/XLamp
You'll always want "Royal Blue".