The only good reason to filter dust collected is to avoid heat loss if it's winter or to open your wallet to the company that made your dust collector by shelling out for filters every time you turn around.
Duct it outdoors.
I live in the US in Michigan so I feel your pain. Home heating loss is an issue, but I'm only an occasional user of dust collection so it's negligible.
Also, dust collecton for DIY level woodworking typically uses higher vacuum pressure and lower CFM, opposite what an industrial shop would use. So venting it outdoors is not that big a heat loss with a small "diy" vacuum like we are discussing here.
I've got a 99USD Rigid brand shop vac under the workbench. I replaced the paper filter...
with the smallest mesh waste basket from an office supply for about five bucks.
I plumbed the exhaust outdoors with 2inch PVC drain pipe. I went through the bricks but replacing a window with plexiglass and going through that would be easier. I use this for venting a hood for spray painting, for general shop cleanup, and for dust control on all my powertools that have dust attachments such as circular saws, orbital sanders, etc. The fine dust goes outdoors and the remainder needs to emptied about once a month (for my use). Another huge benefit of ditching the paper filter is that suction performance is always 100percent with the wire mesh filter.
I put this together about 10 years ago and it's seen a LOT of use. Last year I took the motor/impeller apart to check the commutator brushes and the featherweight aluminum impeller for wear and they were in excellent shape. The impeller just passes the fine stuff right on through. And five dollars for a 10 year (and counting) filter is not a bad deal.
For outdoors I similarly have a little shop vac from a garage sale on which I replaced the silly paper with fine wire mesh. I use this for orbital sanding outdoor projects. About ten feet of suction hose enables me to put the vac far enough away to eliminate dust around me so that I don't even need a mask. I love the way modern orbital sanders with dust attachments keep the sandpaper completely free of buildup. I also can use this smaller vac with an exhaust hose attached for use "on site". I can use it in any room to work and simply drop the hose out of a window.