Both filament clip and filament dust filter are great ideas. Why not try to combine them together?
Note: Check also the improved version: The Duck - Filament Dust Filter Clip v2 :)
I used slc3r with the following settings:
Filament: PLA 1.75mm
Layer height: 0.2mm
Solid layers (Bottom/Top): 2
Infill density: 0%
Only the outer part, the one that joins with the clip, needs supports to print correctly the join.
The printing completed in 35 minutes and it consumed 80cm of 1.75mm PLA.
See at the photos, the dust collected on the sponge after a couple of months!
Update #1 (19.07.2017)
Since part 2 (Filament_Dust_Filter_2.stl) has very tight tolerances, I add a new version with 0.1mm tolerance between the two caps. (Filament_Dust_Filter_2_tolerance_0.1mm.stl)
Update #2 (26.09.2017)
I uploaded a new tighter clip.
(Filament Clip #2.stl)
If the inner part doesn't insert in the outer case, try to file it a little.