It's not just fans that should be explosion proof. When I worked in a paint factory, the lights, light switches, compressors, fork lifts, hand tools, everything had to be explosion proof.
In a more practical world, ventilation is your friend. I paint in my garage. I open up every door and window. The down side is that it is really only feasable to paint in warmer weather.
The only paints that I find safe to spray in an enclosed space are waterborne products, like those from Warbird Colors and Nelsons Hobbies. I've used your furnace filter method with them. It works fairly well.