Note that this can be a really bad idea. While it might temporarily improve the air quality, extreme filtration will reduce the air flow through the system.

Note that this can be a really bad idea. While it might temporarily improve the air quality, extreme filtration will reduce the air flow through the system. This will in turn reduce the efficiency of the heater, possibly in a way that causes its internals to overheat and destroy themselves. Rather than "upgrading" to higher filtration, you are safer replacing whatever filter is there with a new clean one that matches the correct specs and then adding higher quality filtration separately.