The oiled up filter is the issue, or rather what's causing it to get oiled up. Once it's blocked it'll be making the bike run rich and messing up your mpg and causing missfire as the engine is short of air.
A typical cause for excessive oil ending up in the airbox is overfilling with oil, which doesn't seem to be the case as you've checked the levels and they seem OK. The other cause is high crankcase pressures caused by something like partially blocked/kinked breather pipe or, unfortunately, a blown head gasket or other reason for combustion gas to get into the crankcase and pressurise it which forces excess oil up the breather and into the airbox
Was the bike Ok before the headers and pipe went on?