I don't bother filtering beer. Although I might give it a try one of these days. When I filter wine, I sanitize with a sodium metabisulfite solution, then flush with water, then run the wine through. WIth white wine it can be tricky to detect when the water is flushed out and the wine is coming out. With red wine, it's easy. I'd think with beer it would be equally easy.
But I doubt oxidation would be an issue anyway. Take a look at the systems that some of the beer supply stores sell for comparison. They are basically what the OP proposed. The process they describe for filtering doesn't mention water flushing. Anyway, you could always flush the O2 out of your filter with CO2 before filtering the beer.
There are a bunch of filtering threads here on HBT.