As you know, it's really not a "filter" but a screen. The thought that went into it is that if there is enough debris to clog the screen, then the trans needs an overhaul, not a service, because something is apparently breaking down. You can go through the process of checking for transmission codes. A stall speed and line pressure test would be better, but this requires oil pressure gauges. If the slippage occurs only when it's very cold, it could be just that the seals inside the trans have hardened. As they heat up, the become more pliable and seal better. The only real fix for this would be to remove, teardown and reseal the transmission or replace it. Sometimes a product like Trans-X will help soften the seals, but there's no guarantee that it will work nor how long it will last.