I have just added Jinja file and folder icons and sent a pull request, check the request, let's see if Philip approves or not.
https://github.com/PKief/vscode-material-icon-theme/pull/169
Philip has just approved. You can update now. Do not forget of closing.
Exactly it now looks like this:

I also inverted the colors to use the icons on a light theme:

The changes will be part of the upcoming update on the marketplace (which is coming soon!)
For the clear themes, do I need to add the dark icons and for the dark theme, clear icons?
folder-jinja-dark
folder-jinja-dark-open
folder-jinja-clear
folder-jinja-clear-open
Is it a bad solution?
Yes, but I already added them (see dev branch):
folder-jinja_light.svg
folder-jinja-open_light.svg

I also added the "light: true" option:
{
name: 'folder-jinja',
folderNames: [
'jinja',
'jinja2',
'j2'
],
light: true
}
"light: true" means that the extension switches the icon to the light version if the VSCode theme is a light theme. If the theme is dark, then the icon will be the default, dark version. The "light: true" just tells the extension, that there's a light version available.
See here