The filter suggestion is (for me, at least) not so much about a filtering effect added to the final product as it is about articulating the sound of an oscillator by sending it through a closed voltage-controlled filter and then opening it using a envelope that you've triggered. It's the same subtractive synthesis thing that drives more basic synthesizers, but I think even in this noisier, seemingly more unrestrained setup it will allow you to get lots of tonal and rhythmic variety out of your setup.
You'll also be able to do this with one of your VCAs, and exploring an envelope/function generator will probably do you more good first, but a good filter just gives it extra shape and character. Not only will be a great source of sounds (especially if it self-oscillates), but it will improve your experience with the Doepfer A-110 or whatever other sound source you decide on.