Good morning, Steve Smith;
Yes, I have and I have used the SIGMA MIRROR-TELEPHOTO 1:8 f=600mm lens with my Minolta cameras. While it also has filter threads on the front for 95mm diameter filters, at the back of the lens just inside the camera mount is the place where the 30.5mm filters will go, and, yes, for best results, there should be a filter screwed into that location. The optical design of the lens does intend for that filter to be in place, and that is why the "neutral filter" or "clear filter" is provided. You can also substitute a Skylight or UV or other similar clear filter that will screw into that location. In the tests of lenses where such a filter is included in the optical formula, usually there has been a slight degradation of the lens resolution quality when the filter was not included.
One odd quirk was noted by the MODERN PHOTOGRAPHY people when they tested the original Tamron Type 107B 300mm f:2.8 SP LD IF regular telephoto lens (not a mirror lens). It actually worked better without the filter screwed into the back filter holder. It seems that the original design of the 107B lens did not include the filter at that location, but it was added later as the production run began. In the following later versions, the Type 60B and the Type 360 lenses, they did rework the formula and the design to include the filter in the back filter holder location, and those do work better with the filter screwed in place.
With any of the long telephoto lenses, when you get to 500mm and longer, you will see many things about our air that may be a surprise. There is a refractive index to the air itself, and air that moves around, or is affected by differential heating by the sunlight on different surfaces under the optical path that the lens can see, will also produce different densities and movement of that air, and things will really dance around. The afternoon usually is the worst for this. If you can take a photograph with a very long lens in the early morning before things start to warm up and the winds are calm or very light, you will be happier with what the air does to your photographs.
And, there are mirror lenses here from 250mm out to 1900mm in focal length.