Yes you can put a cone filter on then end of the MAF with a proper adapter and mount. The smaller hose at the front of the airbox will need a small filter of its own.
Although I personally dont recommend doing this. No gains have been proven by doing this as well as it sucks in all of the engine heat. Which will kill performance even more. Im still running my stock airbox with a K&N filter but with all of the internal baffles removed. I replaced the small intake pipe where it goes to the fender with 3 dryer duct. I had a cold air extension going down low but it didnt provide any gains (at least on a dyno).
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Joe P.
2002 VW GTI 337
1969 VW Type III Squareback
www.vdubnut.com