So the guy I bought my truck from really mangled the stock air intake and I was wondering if its okay/safe to run a filter directly on the turbo. I've seen it before but not very often so I wanted to get some opinions. I know if you do it you would use a dry filter because you wouldn't want oil every where.

Something like this

 

You can, just don't crank up the boost pressure or the turbo can suck the filter into the intake.