You can definitely install a filter after the beds. It is very common practice. Do you know if you have screens inside the adsorber beds? Plants that don't have an after-filter (that is what we call it in my company) will usually at least have screens inside the beds to protect equipment downstream from dust. If you do have screens, this might indicate that they might be damaged and have a hole. Also, excessive dust typically indicates degraded molecular sieve material. When was it last replaced?

If you install an after-filter, put a dP transmitter across it so you can trend and add alarm capability.