Air bear furnace filters???

I have one of these type filter ,type holders on my furnace.These are the most expensive filters to replace. Why can't i just stack 3 or 4 of the thinner filters up and put them in there? Or no. any help saves some money for us bob s

NOW if i were to buy an electrotatic...well you know what i mean,..... air cleaner. How And what kind do i install etc, etc. Basically whats needed to stop all the dust? She doesn't like it.So i must see what is available for this problem. please heating guys only that do this everyday.. i was construction plumber. so i just don't know! any help is good and appreciated bob s