I have a Mallory electric pump. There is no filter anywhere on my car and I need to put one on it. The easiest place to put one on mine would be in the rubber line between the tank and the pump. Is this OK? All the lines from the pump to the regulator and from there to the carb are custom braided lines.......

Most pumps will tolerate one filter before the pump and one after. So putting one before would be better than none at all and help protect the pump from any debris from the tank.