I did just fine with cloud blur using a screw-in B&W ND3.0 77mm on my 17-40L. I got 30s and longer exposures with small apertures and low ISO.
I also tried/did that but a) 30s isn't much to blur slow moving clouds significantly, ymmv in a tornado, b) to get the longest exposure you have to max. close the aperture which means iq loss and will show every single speck of dust on your sensor.
So a+b = putting another 3 stop gel behind the lens shouldn't hurt if it's cheap and iq is ok... the question still is: which?