You'll need to fill in the gaps around the fan blades. I did this with pink foam insulation. After that modification,place the filter on the back of the fan. If the filter suctions onto the fan that's a good sign you're pulling air through the filter and not from the front of the fan.
There's going to be some reverse flow around the corners of the exhaust-side, but net net, so long as you've got sufficient flow and a sufficiently-rated filter, you'll be moving air through the filter and trapping particles within it.
A circular exit mask might help slightly, but you're talking a few percent efficiency improvements, not a quantum leap in efficacy.
Simple, cheap, available, and effective are the goals here. Diminishing returns set in early.
I have an "air purifier" from Amazon that's basically just that (but designed for it obviously). I'm not sure that the author is really saving much money by not just buying one.