Hi Isabella - As far as I know, there is no problem using HEPA filters. We use 2 portable room-sized 2-stage machines, with a carbon pre-filter (changed every 2 months) and a HEPA (changed twice a year). We also have a whole house HEPA filter on our central HVAC system, again changed twice a year as are the furnace filters. We also have HEPA filters on our vacuum cleaners, and vacuum instead of sweeping, or use a microfiber mop that traps dust, pet hair, etc.
I wear a mask and gloves when opening the filter cover & handling the used filters, which are immediately sealed in a plastic bag & discarded. All of this may be overkill, but we like open windows, so quite a bit of dust is trapped by all of this. I figure the less in our lungs the better.
Sue