Here what I have been doing for some time.
First, I separated the paper filter from the plastic housing of an old Volvo air filter. Then I put a mesh grille in the bottom. For that I cut a piece of grille that is used to cover gutters (to prevent leaves blocking the gutter).

I buy a pleated furnace air filter. I used for that the NaturalAir brand (good review in Consumer Report). They are available at Home Depot (3 filters for $6). I peel the carboard around it and I cut it (using strong scissor) for the correct width to fit into the Volvo plastic filter retainer. Using a pack of three large furnace filter, you can make between 6 to 9 Volvo air filters.

Every 3 months, I replaced the filter. This works great and it is very easy to do.