Yeah, BDA, I reckon keep the K&N's.
I used Warnerford paper filters which were fine and I revelled in the DCOE music.
My initial trip included running in the engine on a 1,200 mile stint to Melbourne, Oz which saw the music become a deafening drone. At the time, the Europa was my daily driver and the rain coming through the vents was also damaging the paper part of the filters.
I eventually fabricated an air box which quietened down the intake roar substantially and went some way to addressing the water damage.
I suspect the Warnerford and the K&N are OK . . and by that, I mean I've not seen fire related reports.
I just think that with a plastic car, an abundance of caution is a good idea. I reckon an air box & trunking has a better chance of containing a foot of flame. We've all seen them spitting, popping, chuffing and carrying on when no filters are attached.