I use the 3M Filtrete 3 month filter only. It costs about 3 times as much but is really the only one worth using in my mind. I get some small amount of soot blown down my furnace flue and out the balance flapper during storms b/c I don't have a chimney cap to prevent downdrafts. I was concerned that some of this sm. amount of soot could get into my ducts. One thing I did was to use some cheap wide packing tape to seal where the air filter slides into the main return plenum. Every time I replace the filter Ijust rip off the tape and replace it.
It sounds like you probably might have a normal amount of incidental soot but that your insulation is defective if there are gaps in it where your studs are. This could cause some small amount of condensation at these studs that could cause soot to stick. You still never said whether the problem was only on ext. walls