An all natural filter assembly without toxic materials for use in an air filtration unit is provided. The filter assembly for use in an air filtration unit includes a support frame and a disposable grease filter disposed across said support frame. The disposable grease filter is formed of wool fiber coated with a bonding agent comprising a natural soy, whey and/or linseed solution. Also provided is a disposable grease filter blanket, which includes a wool fiber woven, non-woven or needle punched blanket coated with a bonding agent of a natural soy, whey and/or linseed solution. The filter blanket can be coated with approximately 0.3 grams to 2.0 grams of bonding agent per square meter of wool fiber.