Misting Nozzles come in several shapes and sizes. Some have filters built in, some don't. Some nozzles have spring check valves built in, some do not. Some are just a orifice with a 10/24 thread.
Pictures below are of a variety of nozzles with NO filter but do have a ball check valve built in. They will come in a variety of orifice sizes from 0.08 mm to 0.50mm. Some will have ceramic orifices, some will be stainless steel.