There's no paper filter involved, and it turns out from existing data, Espresso has high levels of cafestol and kahweol. (Whether that's also true for my electric not-really-Espresso can, I don't know for sure, but plausibly, it probably is.)
Now, my question was: Can I add a paper filter? Shouldn't be too hard. Just put it on top of the coffee. Paper filters for "real" Espresso machines are cheap and can be bought in your favorite online shop.