Is there a HEPA filter that can be attached to my (incoming) vent cover?

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Is there a HEPA filter that can be attached to my (incoming) vent cover?
Like something for a dorm room, where the occupant has no control over the furnace. Something that fits either just inside the vent cover or on the outside of it, that filters both dust and allergens, because I want something that will supplement the air purifier so it doesn’t blow through filters so fast, and also because I’m very allergy sensitive.