I’ve done it several times with no ill effects and a definate improvement to the Vodka’s taste. If the filter uses activated charcoal it will be safe for use, alcohol isn’t absorbed appreciably by activated charcoal so there should be no significant loss in alcohol content. The only risk could be if the filter contains alcohol soluable but not water soluable compounds that have a health risk, it would seem lawsuit paradise if a filter manufacturer did this without puting explicit and obvious warnings on their product not to use that product to filter alcoholic beverages.
Well, it is, isn’t it?
[aside] I bought some cheap Russian vodka a few weeks back and I not only did not go blind but it was smoother than the products from Indiana and Iowa I usually buy. It was actually drinkable. [/aside]