A 20 mesh filter would be far too large. You expect a fuel gas filter to do an excellent job of removing any liquid droplets that might be present. They should be capable or removing extremely fine droplets; I'd say down to at least 5 microns. I think 20 mesh translates to openings well over a hundred microns. Droplets that size could wreck havoc with your combustion process.
Doug
to supplement djack77494 comments, highly recommend contacting the burner tech rep and obtain their gas specs for their burner, which should include any allowable liquid, solids, etc. of course, the burner rep will need gas analysis from your company as well.