Return air grilles w/filters
 

I have a HVAC system with two return air grilles, the filter is located under the unit which is in a wall cabinet. I would like to replace the grilles with the types of grills that accept filters, can I do this without worrying about air flow restriction? If I do this, can I remove the main filter under the unit?

Thanks!

What size system is it.
What size are the holes in the walls.

When the air filter is in the grille. The grille usually needs to be bigger.