I think it is a great idea, as long as you set it up with a one way check in the line before the filter so you can vent the pressure in that line before starting it back up - that will let the compressor start with no load and quickly get to the pressure in the filter.
Then you will need a vent after the filter followed by a valve that allows you to stop the air pressure from leaving the filter, but also a vent after that valve so you can depressurize the line to your guns.
It will take a lot of parts to make that set up, and thus won't be cheap, but it would work great. I have most of what you would need to do that, but not the valve. The picture below shows a line vent I made up from parts I bought from Best Fittings (if I reacall, those totaled about $45 or so) and some other speciallzed fittings that I also bought to let me do pretty much everything I want (I fill off a Shoebox, so my air is dried before it goes into the compressor). So from top to bottom in the picture, a pressure vent, a one way check valve that flows male to female, a female to female connector, and a male to male connector (the last two give me flecibility to use the vent or one way fitting in whatever direction I need).
As I said, it will get pricy as you will need a check vavle before the filter, and then after the filter you will need a vent, a shutoff valve, and another vent. You can either buy the parts to make up exactly what you want as one assebled item after the filter, or with fittings between them for added flexibility.
Hope that helps!
