The first thing I did to my r34 was wack on a pod filter and I also found a drop in power, went back and got a K&N flat panel and put the airbox back in and was much better. Then the FMIC install meant replacing with pod filter again.
As for particles, how much flow did it have, was it sucking up stray cats off the road ? I'd think any kind of foreign debri wouldn't be good but if it is a dense filter I wouldn't worry too much. But if it is a high-flow alley mesh filter I think they are bad news for daily drivers.