Latexman/don1980/Obturator,
Often the filter housings are provided and stamped with a UM stamp. To me, that seems a clear indication that the filter housings are NOT piping items. In that case, it is generally a good idea to prevent any over-pressure from occurring per UG-140, especially when considering, as you noted, neither a rupture disc nor relief valve work particularly well in such an application.
Bill3752,
If your steam pressure is truly limited by an upstream PSV, then you won't have to size for an over-pressure event. This may, or may not, mean you can eliminate any PSV on the heater - you likely will still have a "blocked inlet/outlet" thermal expansion case. It does mean, however, you can likely reduce the PSV size.
If you truly have no over-pressure case, I would not install a "courtesy" valve. It would be additional time, expense, and PMs. If you do not install a pressure relieving device, make darn sure you are thorough and document all scenarios evaluated.