A filter unit and method for removing grease, oil and other particulates from air, for example, in a kitchen environment. The filter unit includes a housing having an upstream side, an downstream side, and a cavity therebetween, a heat exchanger disposed within the cavity and comprising at least two parallel tubes, at least one entrance aperture disposed on the upstream side of the housing and defined by at least one fin, at least one baffle disposed on the downstream side of the housing so as to be oppositely disposed from the at least one entrance aperture, and at least one exit aperture disposed on the downstream side of the housing adjacent the at least one baffle. The baffle and fin define at least one S-shaped flow path through the housing, and the flow path routes air around a downstream side of a first of the at least two tubes and then around an upstream side of a second of the at least two tubes.