Be careful adjusting your shutter speed. Opening up the aperture to allow more ambient light to creep in is fine; but if you make the shutter speed shorter than your camera's sync speed, your flash will be underexposed, if it works at all. An ND filter would work, yes.

Or, if you are exposing your subject with primarily ambient light, using your flash for fill only and want to tone down your flash output for a more natural look, you can put an ND gel over the flash head.