My dad had a "toilet paper" pipe that apparently used ass wipe as a filter. 

They have their own filters which are not more than a piece of paper wraped in some plastic. Helps more holding the humidity than filtering smoke. I don't have anything against them. 

I never use filters in my cobs(or any other pipe for that matter) but I think the savinelli balsa filters might work for them if you really want to smoke with filter.