Thanks Sanfong. Thanks again B3nj! Today I tried Kenko Pro1 D and Kenko Zeta without any problem. I've check the construction of my Hoya Pro1 D 49mm and believed that its design should work well, too. As long as the filter glass does not lower than its frame, it will be fine!
The manual also mentioned that the thread is designed for the cap not for the filter! With my Kenko Zeta protecting filter, when focus at infinity you will see a tiny (very small) heavy dark corner @f2.8 and it will go away @f8. When focus near close-up distance, even @f2.8 you barely see the dark corner.
The manual has clearly stated that the use of 3rd party filters can cause vignetting.