I just have a basic dust filter in mine, as anything thicker and I find the motor seems to be starved of air and runs faster. I think they are designed to be loaded down a bit.
I built a dedicated air cleaner, although I did it mostly to help with the litter box smell. But it probably also helps for the dust and dander somewhat. It has a dust filter, merv 13 hepa filter, and carbon filter in that order.
I still need to paint it and I want to do some modifications to the top area since right now it's just loose. That part is mostly to muffle the fan sound and it works surprisingly well as is. I may experiment with foam or something. The turbo setting is still too loud for my liking for running it that way 24/7.
There's always the cortisol style but I find they take up more space. Ideally I'd almost want this on a stand so it's higher up but I did relocate the grille to the top and it seems to be helping with the cat litter smell at least. Not doing much for dust though, I don't think it's powerful enough at low speed so any dust that doesn't make it directly to the intake will settle elsewhere. Before I screwed in the front part, it would suck the OSB sheet right up with a decent amount of force though so it does have some power to it.