Summary

PLEASE NOTE: This is only a shell. Installing a proper filtration material is further required.
Gluing a 2 mm thick foam sheet to the lid has worked well for me.
It is also crucial to open up the NAS and flip the fan, as it is by default blowing air out of the back, rather than sucking it in (which would obviously make this mod ineffective)

TIP: Using only two screws to install the box is sufficient.
I actually recommend this, so the fan doesn't fall off if you choose to remove or replace the filter box in the future.