Yep, two answers to a new trans, either get a cooler line filter installed right away to catch the built-in and break-in contamination, or dump the oil within 5K miles. Test statistic show the average automatic generates 75% of it's lifetime amount of contaminants in the first 5K miles or less. Most of them are in the range of 5-80 um in size and 82 percent of those are larger than 5 um. You can filter 'em or you can drain 'em but getting them out is conducive to longer trans and fluid life. My preference is filtration because that wastes less oil, allows longer OCIs down the road and basically helps the tranny all it's life.
That Dieselsite filter is a nice setup. Lots to like ... optional DP gauge & fluid change vale, bypass built into the base, etc. I would prefer a more efficient filter. Plus they are not clear about the efficiency of the filter. Is it 22 um absolute, 22 um nominal or what? I basically agree 22 microns (at whatever spec) is lots better than an 80-100 um pad or mesh filter in the pan and a definite step up, but I prefer better efficiency. Or known efficiency at least.
Racor LFS AT filter kit uses a 10 um absolute, synthetic media spin on filter with a built in bypass filter. The Racor isn't offered with a DP gauge but the base has five ports (to on either side of the fitler and one central) so you could fab up a DP gauge. I added a valve to mine so I could do fluid samples. The Racor filter is used OE on some European MD trucks with automatics.
Overall, in a do-over, I'd get the Dieselsite unit with the gauge and valve but research a better filter.