No need.
It seems to work and I am not going to put anything inside the Korg that will restrict the airflow.
Most people record in the same room as their D3200s, by the way. I'm just a wee bit too fussy. I can move the mic 10' away and the problem is solved even without a baffle.
Now, as for blocking the reflections: I'm not so sure but I honestly got the impression that by using this, I may actually be increasing the room noise.
I yelled into the mic a few times last night and to my ear, I may have actually isolated the reflections from the wall behind and ceiling above me by taking out the rest of the room noise. In other words, the ambiance which would normally blend with the reflections seems to be gone.
It's not a real issue for me since I'm simply an acoustic folk singer and things never get that loud but does any of this make sense to you?