@jerryg, would you mind posting a pic of your sensor the way you deploy it? I'm confused about the with or without filter...
I have a standard Barani shield coming (the pro is too rich for me) and I deploy my own sensors. Right now I have a 10mm x 10mm PCB with a SHT31 and a 10mm x 14mm PCB with a BME680, both PCBs are stuck together next to each other and there shouldn't be any issue WRT size in the std shield. The SHT31 is without integrated filter and I was planning to start out with putting this stuff naked into the shield with just a bit of conformal coating and see how it goes.
What I'm planing to do is to put a SHT35 and perhaps a BME280 onto a thinner more elongated PCB, but I'm wondering whether it's worth making it fit into one of those $10 "sensor filter caps". The SHT35 can be had with integrated filter right on the chip, which doesn't affect the response time according to Sensirion. I wonder whether that's not the best way to go, the chips are less than $15, so not expensive to swap out if one has the soldering equipment. (I also saw that the SHT75, which people seem to like is replaced by the SHT85 which looks like an SHT35 on a long skinny PCB, that's what I would get if I didn't like to make my own PCBs...)