Yeah the more frozen everything is the better, you want that remaining moisture to be frozen so it stays in the plant. I personally dont blast stuff anymore, shatter isnt really my bag, but I have friends that are crazy about it.
As for filtering, one of the guys I know blasts into a frozen glass jar sat in a bowl of ice water so the butane doesnt evaporate, then puts it into a lab freezer to filter again passively, not under pressure. That allows it to drain through the filter rather than forcing crap through the filter under pressure.