FWIW,
According to the rep at Mr. Heater, their 12 foot and shorter hoses do not need a filter between the Mr. Buddy and a propane tank.
He said that the rubber material in their shorter hoses is a different material than in the longer hoses. He said that if a person is using one of their longer hoses or any other brand of hoses, he recommends using their small filter at their Mr. Buddy heaters.