You want to open windows in opposite sides of the house to quickly circulate air from outside to inside. 5 minutes should be enough. It will get colder, but most of the heat is in walls and furnitures and as long as you only open the windows for a few minutes it should be quick to heat up the air again.
I don't know; is it more energy inefficient than having a fresh air intake via a duct? Maybe they are comparable in the absence of a heat recovery ventilation system (mentioned by a sibling comment upthread)?
HEPA and carbon filters do wonders for cooking smells, particulates etc, but unfortunately do nothing for the main reason you want air exchange with outside, which is CO2 buildup.
Seems like it would be more efficient to wear a climate controlled bubble suit than heating up entire rooms. And you could even go outside when it is cold or hot or dusty.
I was responding to a comment that presupposes the need for fresh air. If you don't need that, feel free to close the windows then.