I made one out of an old filter , made it ve2rt thin to avoid a lot of wasted oil. I also made the return bypass line to stop the dirty oil returning to the sump (dyna). Cost me less than a dollar for the 90 degree nylon fitting, just need to take off one barb a bit till it is a snug fit in the oil return port.
I just thought it seemed like a good idea rather than leaving nearly a quarter of the engines dirty oil in the engine after an oil change. I'm sure many, many Harleys have survived just fine the regular way but it couldn't hurt.