Ok, My old previous house I put intake vent filters in ceiling (down flow system) when I had my ducts cleaned. (they were lot bigger than 1 foot square return vents in my house in villages which I don’t think go back to furnace but back to air distribution box in attic? On new designs.). That filtered the air before it entered the furnace. That was older system and hand no extra return ducts.
IMO the problem with adding them plus the in furnace filter it MAY? restrict air flow (only why to know check with Anemometer ) Which you might have to speed fan to push more air which put more stress and may cause motor to fail prematurely? Or it may not? If you do it I would check air at vents. Last time I check requires around 350 feet per minute (Ft/min) air flow per ton rated unit? At vents?
Besides my house here the return vents in each room are small, if you’re are same? I doubt you can get one to fit in small hole?
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