Yeah well I figured it will work most of the time anyway and I can always mount the microphone upside down in the shockmount. That would be equivalent to taking pop filter off.
That green/yellow thing is ordinary electric wire. Thick enough to hold the thing together and soft enough to shape easily (coat hanger wire is way too hard for that). I used a wooden embroidery hoop and a pantyhose for the filter itself. Then some elastic bands, some cable ties and voila.