I'll try to unpack a couple of things here.
The use of zero filters is standard practice as a quick check of particle instruments. It is used to test for leaks in a sampling line easier than with a vacuum test. It is also used, if you're sure that there are no leaks, to test if there is any dirt in the optics of laser particle counters.
During a measurement campaign, many years ago, I was using an optical particle counter that seemed to report too large concentrations and a distribution that was too uniform and it turned out that a little fibre (likely plant based) got caught in the optics chamber and the laser was scattering of the fibre which meant that the instrument was reporting particles that weren't there.
Now, to ask the original question, any "respirator" kind of filter will remove ALL particles larger than 200nm (the existing laser based particle counters cannot see particles smaller than that because of the wavelength of light used). But the setup is not necessarily that simple.
Placing a bag over the sensor can seem tempting but there are risks with that approach. First there is heat management that without air flowing, components will get warmer. However, the more important consideration is about exhaust management. It is "conceivable" that the fan generates particles (very tiny) that when kept in an enclosed volume will coalesce and grow until they are large enough to be measured by the sensor.
So, what I would suggest to "zero-test" is to blow clean air over the sensor for a few minutes until the readings go to ZERO. Small laser particle sensors usually have a fan and fans are good at pushing air but are rubbish at sucking air so they are not able to suck air through a filter (unless it is a very low pressure drop filter). Also, these sensors have a "preferred" air path but since they are not sealed, air can get through the instrument joints.
Now, it is important that the readings go down to ZERO, no "near zero" or "very low" but actual ZERO because what you're testing here is that the instrument doesn't report particles that are not there. If the instrument is telling you that it sees particles even if you're only feeding it clean air, then there is something either in the optics (dirty sensor or bug in the instrument ... it has happened!) or, more serious, the signal from the light detector has a bias. If the sensor is dirty, just clean it but if the electronics have a bias, get a new sensor.
Having said all that, the tests reported by warren seem OK as a first pass and I would label those sensors as "not insane" 😃