I am being told that it depends. There were early batches of the polar pro filters that had to be installed after the gimbal startup process, but they updated them and fixed that. I've got mine on at the startup, I'm way more comfortable with installing them while the gimbal clip is still on to hold against the pressure needed to put them on. (Actually a tiny amount of pressure. But tiny can do a damage to such tiny and vulnerable system)
I also have that crap that dji are selling people as filter. I'm amazed that no one in the food chain at dji stopped that from go to stores. It's build quality is awful. I would rate them : broken .
The glass has fallen out of one of mine and the frame around the glass broke on other. So I got 1 of three still working, after having possessed them in approximately 2 weeks. Do not buy that ****.