There is a filter for that part, and it's probably best not to run it for long periods of time without it. That said, it's more of a chip deflector/catcher than a pleated or cloth filter, so it's really only stopping large chips.
Part number 10005447, "Sieve filter", Festool spare parts catalogue lists it at a bit over 3 bucks.
You can order direct from FestoolUSA by calling them and telling them what part you need, or you can search the part number and see if there are spare parts dealers who have it in stock. It's not the sort of thing you would find on the shelf at a dealer, most likely, but if you're friendly with a local dealer they should also be able to look it up and order it for you.
And [welcome] to the FOG!
