By definition, under a heavily-colored lamp, you aren't getting "good" (i.e. normal) skin tones.
What color temp you use just depends on what you want a "white" (un-colored) light in the scene to look like. If there are no white lights in the scene, then it just depends on if you want to shift to make the blues heavier versus the oranges.
But if all the gels are going onto tungsten lamps, or a tungsten Kino in this case, then at least setting your camera to tungsten (3200K) would get you closer to reproducing how the gels look to your eye in the room. Otherwise, there is no right or wrong setting in this situation, just depends on what you like.
Modern theater lighting like on Broadway stages often uses daylight-balanced sources with color wheels, or now RGB LED sources so often I find it better to set the camera anywhere from 4300K to 5600K if I want to reproduce how the colored lighting looks to the audience. But if I set the camera to 3200K, it just means that the blues will be more intense and more dominant.