All that matters is that all phones be connected to a filtered line, and the DSL modem be connected to a non-filtered line. The reason you normally connect each phone to a different filter is that you normally have them on different jacks, and the jacks split from each other before a filter. If you have too many phones (you're only supposed to use 5 filters, but presumably each filter can use a splitter safely) then the DSL provider installs a filter at the NID where the phone lines come in. This filter is like a combination splitter and filter. One line gets passed straight through to the line that the DSL is connected to, the other gets passed through a filter and then connects to the lines carrying the phones. With this you can have any number of phones, so it's pretty much the same as just having a splitter plugged into a filter.
If you're running out of filters, then most likely you are exceeding the specs and should have a splitter at the NID. Using a splitter does get around that but it means having wires running around the place.
I dunno about the pause when you pick up the phone. Does it happen on any of the phones connected to other filters? Does that same phone have a pause when connected to other jacks?