If it were me, I would cut a piece of window screen as a backer and bend the screen around the top of the Holley 2100 air horn. Then get a 1" thick sheet of fiberglas insulation (available from any chain auto parts store and cut a round piece out of it to fit the top of the screen and place it on there. You shouldn't need to tie them together, but if you want to, you can use mini-guage copper wire. Cut off just enough to poke through both screen and insulation, wrap around to the top and twist. Save the rest of your sheet of insulation in case you ever want to change the fiberglas filter.
I would also recommend spraying a few squirts of "filtercote" on top of the fiberglas. It will help to catch the smallest dirt particles.