Still going to be messy, even if you relocate it.
you need missing pieces from this kit
http://www.rhdjapan.com/trust-greddy-oil-cooler-filter-relocation-kit-r32-r33-r34-y33.html
Look at the illustration image to get an idea of what you will need to achieve. Top image shows what you need to do with a sandwich plate, bottom image is without and a inline thermostat instead.
I say just leave it. Surely its not that much of an issue to just degrease in there? unless you will be replacing the filter every month.