Welcome! Absolutely you can use a sponge filter, there are plenty of different filters available on amazon or you can DIY your own. Sponge filters are considered one of the best filters to use for breeding shrimp as the shrimplets will not get sucked up into the filtration system. At the same time, it provides extra grazing surface for the shrimp. Here is an article you may find helpful - Master of the sponge filter | Windsor and Essex County Aquarium Forum