If you mean those filters like you use on truckmounts, I wouldn't recommend doing that Colin, because unless you use exactly the same filtering as on a vacuum cleaner, fine particles will still be drawn through.
Jim, you can buy a vacuuming device to fit a portable. It's a turbo-head floor tool attached to a wand tube, with a built-in dust downer that connects to your solution line. It basically sprays water in to the hose to mix with the dust, to stop the dust becoming airborne and going through the vacs.
Never used one so haven't got a clue how good they are. Anyone else? Might consider getting one for the TM if they're any good!