I run a paper shop vac filter bag over an old cone filter (which has never been oiled). I've been using this for over 10 years after I got the tip from Stu Olsen. It works great and a package of 5 cost just a couple of bucks.No cone filter recommendations from me, which I used to run years ago, I would (and did) just go back to the OE air intake box and run a good filter like an AC-Delco.
Every time I change the bag I check for dust in the intake tube after the filter and I never seen any measureable dust in it.
Due to modifications that I did which required moving the PDC forward, I don't know if the OEM filter box will fit anymore?
It works for me...