I am a huge fan of "craft mesh". It is sold in the needlework aisle of any craft store. Comes in flat sheets, or shapes. I like the 3-dimensional egg. I paint them flat black with Krylon Fusion, let dry for several days, tie the top half to the bottom half with zip ties or fishing line, and then snip out 3-4 rows from the pointy end, just enough to fit around the filter intake pipe.
You may have to snip out the rows first, and slide the pointy end over the cage end of the filter intake first, and then attach the round end with zip ties. Basically, you are adding a much larger cage around the smaller cage that came with the filter. I have fancy goldfish with long fins, and need to keep them from getting those fins sucked up against the intake. Just make sure the egg can not slide off, or break into it's two pieces, and it will do the job very nicely.