I use a filter on mine. The working distance is short, I'm always pushing the end of the lens into bushes, etc. I do have the hood, and I don't find it particularly useful.
I also use a Macrolite 58C adapter to replicate the mounting groove for the MT-24EX after putting on the filter. It's not necessary if you'll always use the lens with the MT-24EX mounted on the front of the lens, because the mounting ring has a 58mm thread, so you can put the filter on the mounting ring for the flash. However…doing so precludes use of the hood. The purpose of the 58C is so you can put the MT-24EX on the lens after the filter (i.e. the filter is screwed into the lens threads, which blocks the MT-24EX mount ring from reaching it's groove, and adding the 58C to the front threads of the filter provides that groove).
There are three reasons I prefer using the 58C rather than screwing the filter onto the MT-24EX mount ring threads - one optical and two practical. The optical reason is that it's best to have a filter as close to the front element as possible, since that reduces flare and the associated loss of contrast. I'm not sure how much of a real-world issue that would be especially with a good multicoated filter, but in theory if you're shooting a reflective subject with the flash it might make a difference (and most insects are reflective).
The first practical reason is that I use the MT-24EX with two different lenses - the MP-E 65mm and the 100mm L IS Macro lenses (the latter has 67mm threads, so the Macrolite 67C is required for the MT-24EX). Having Macrolite adapters on both lenses make it easier - both lenses are stored with filter then adapter then cap (I bought a 58mm cap for the 100L), and I can move the MT-24EX back and forth easily. The 100L macro often gets used without flash, and if I had a UV filter on the MT-24EX mount ring, I'd have to remove it for use on the 100L to avoid having two UV filters with a gap between (which would be more likely to impact optical performance), then replace it to use the flash on the MP-E 65. This way, I don't have to screw on/off filters or adapters to use the flash with either lens.
The second practical reason is that I often mount the twin flash heads to a pair or Wimberley F-2 brackets for more positioning flexibility. With the filter on the MT-24EX mounting ring, I'd have to mount the empty ring, or remove the filter and put it directly on the lens.