Some users reported that the filter might influence the readings. In my use I have not really noticed this but I use them without the cover.
Also my latest batches of sensors were without covers, I did not see any issues during assembly.
I do the assembly on a pick and place, not by hand, and reflow in a reflow conveyor oven so other than me moving the panels from one machine to the other, the process is pretty controlled.
There should be no residue or solder flying around during assembly or reflow.