You can buy filters designed for room air cleaners. I've some that are 4" round that work wonderful. They last about a year, but you need to shake them out every few months. Temp readings didn't go up when I put them on. I know some say it restricts airflow, but I haven't had a problem. Besides that canned air is expensive, better to use a reversable vacum if you want to go that route. Or you can get the dust masks that are sold in Hardware stores, they fit over the fan intakes too and the curved surface provides a larger area/less restriction. But they don't last as long.
Panyhose? Hmmmmm......