I don't know if it would be practical or not but:

A combination of insulating foam & a heating device might work if there was enough space.

This is hard to explain but imagine putting the air filter inside a cardboard box. Next put in two plastic bags. Next fill the bags with expanding foam sealant like what you get at the hardware store. Let it sit undisturbed overnight and harden up.

What you would end up with is two pieces of foam that form fit around the air filter.

They use a technique that's similar to this for water heater insulation.