I don’t see how even simple filters like vtkWarpScalar or vtkWarpVector would properly handle NaNs. I expect that the great majority of filters would not handle NaN properly, especially if you assume that vtkPointSet classes, which have explicit vtkPoint representations, might have a NaN point coordinate values. I’d appreciate someone explaining this to me - maybe I am missing something ???
Any filters that fails to process NaN correctly should be fixed to support it.
Again, unless I am missing something, you’re signing up for a lot of work and potentially a lot of mucked up code 
I suggest that a simpler fix might be to create a filter that checks for NaN (in the field data / point data / cell data / point coordinates), with the option to replace NaN with a specified value if encountered. Potentially modifying hundreds of filters gives me the willies 