The stock filters have a foam-rubber lip that seals the upper and lower half of the intake boxes together. Without them in, you'll have an open-air leak.

Easiest thing to do would be to cut the lip off of the filters as neatly as possible, keeping in mind that any piece that overhangs the seal trough will get sucked into the engine.

If that worries you, buy some low strength silicone sealant or RTV. Sometimes labeled as "liquid gasket". Place a bead of this in the trough, thick enough to create a perfect seal.

-It'll make opening the boxes a bit challenging later on, but no concern of sucking bits into the engine.