Did you fill the filter with oil before you put it on? They can soak up quite a bit, and they start out very dry.
A regular size filter can probably hold at least a pint of oil. Pour some in 'til it's full, let it soak in, then repeat a few times.

A regular size filter can probably hold at least a pint of oil. Pour some in 'til it's full, let it soak in, then repeat a few times.