I use an on-camera Canon speedlite firing into a fan-shaped diffuser attached to the end of the lens. The diffuser was from some stationery product at Staples - called a portfolio or something. But many translucent plastic materials will work. I have a snoot extending from the flash head to the edge of the diffuser. It is made of resin-coated paper (old color print) so it can take some rain, and it has aluminum foil glued to the inside. It boosts light by about a stop, plus it also gives the whole setup stability so it doesn't blow away in a little breeze.
Here is a photo of the rig from a few years back. It hasn't changed much (but I did add some velcro for convenience).
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There are lots of ways to configure diffusers. I have different rigs for the MPE65, and also twin diffusers for the Godox M12 flashes. Basically, just use a reasonable translucent sheet. It doesn't have to be special. Even writing paper will work. The denser it is, the better it diffuses and the softer the light, but the more light you lose. So don't overdo it. And try to get the diffuser fairly far forward without going past the focal plane. That helps to illuminate the subject well without bumping into your subject or stuff around it.