I just bought my 2008 XJ8 with 76,000 miles on it a few weeks ago and have a huge list of service items I'm going to be doing to get all fluids 100% changed plus other normal wear items replaced. After replacing the ZF pan/filter I am going to look at installing an auxiliary transmission oil filter and locate it most likely close to the engine oil filter mounting location. I ran a Derale transmission filter on my 1994 Saab 9000 with a ZF four speed. The transmission fluid was always perfectly clean, and I never had any transmission issues. I sold that car with 160,000 miles on it and the transmission was like new in its operation. With all the close tolerances and solenoids, etc. in the ZF 6-speed I want the fluid to be very clean between 50,000 mile drain and refills.
I will be flushing out 100% of the old fluid. I have experience in installing these transmission filters. The filters are typically just standard spin on oil filters with a 10-15 psi bypass rating and an anti-drain back valve. The important thing is to not install a filter with a smaller micron rating than 21 microns. There are additives in transmission fluid that might get filtered out with a filter that has a finer micron rating. In this case a cheap filter is better!
If I do this I will make sure to document the process. Cost is cheap. The kits are inexpensive, (I kept the one off my Saab and will use it on the Jag). It is just mostly labor. If you can cut and flare steel lines, you can do this job.

 

Same debate i heard fifty years ago, change the motor oil filter every thousand miles.
The oil stays clean, pull the dip stick yourself, the oil always looked clean.
Believe he changed oil every spring or fall, i forget.
But he got a lot of use out of the same oil.
Another yet older friend from my youth.
Would save all his non detergent motor oil.
He had several five gallon buckets he put his used oil in.
Rotated the same oil over & over, he said non detergent oil.
Never wears out, it just gets dirty, guys car always ran.
He opened a garage, fixing cars, when the job we worked on ended.
He always had plenty of cars lined up to work on,