You can swap out their dosbox.exe with a version that includes CRT shaders, such as DOSBox Staging or DOSBox-X.

Or you could wrap the existing DOSBox window in an external shader using ReShade, it's a universal post-processing injector that can add a CRT filter.

My search also found all-in-one frontends called ExoDOS and LaunchBox/RetroArch to do this to a whole library of GOG games so that you don't have to do it individually to each.