Just got off-line with Jose's Pinata shop. Next month they are coming out with a carbon fiber air filter element that will fit under tank on the R3. Absolutly no dirt can pass through the carbon fiber filter, so it never needs cleaning!
For riding comfort, as indicated in the first post, I'd only advocate:
* better rear shocks: Progressive, Wilbers (which I use) or Öhlins (now available for the Rocket in Europe, don't know about the US of A)
* progressive springs in the front fork. Progressive now offers Rocket-specific replacements which I have yet to import. But fitting them obviously entails a bit of elbow grease
* a custom seat, Corbin's line being worth a look.