Model originally uploaded to Thingiverse at https://www.thingiverse.com/thing:5426884.
I wanted to give my HEPA filter (link below) a better chance at getting any particulates caught, so I decided above the hot end was the best option. With the intake being at the bottom, I went with a plate with many slats in the bottom. I used 2 M4*10 screws and corresponding sized T-nuts to secure the plate. There are 4 holes to use it but that's mostly to give some freedom on where the screws go. The screws will also cut their own threads, so just keep going if they seem tight.
The high sides are basically to make sure it doesn't accidentally fall off, either from printer vibration or me being clumsy and knocking it off (the more likely of the 2). I haven't noticed the plate or filter move at all from vibration, not have I noticed a decreased in print quality due to the filter being present.
HEPA Filter: https://www.amazon.com/gp/product/B08D9J1Y8K/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&psc=1