I mis-spoke when I said from the drain tap. I know you are going from the pump to the water heater. I was thinking that by feeding the water INTO the drain tap, it would stir up the water heater tank more and that might send any sediment throughout your potable hot water. That might affect not only the recirculating pump but also faucet aerators and shower heads for the rest of the home. It might be a negligible amount and is something that could be added later. I wasn't sure if the pump mfg. recommended a prefilter or not.
I just talked with my brother, a certified Ohio plumber, and got some recommendations from him. He suggests using a swing-check valve after your pump but before the water heater drain tap in case the water heater fails. Also to install a tee at the drain tap so you can still drain the heater without draining your PEX. This is normally how he hooks up an add on recirculating system. You may not need to do this if you have a ball valve after the pump.
Also, he suggested using pipe insulation on your PEX to help retain heat. Insulate the PEX before clamping to joists.
He also said that if your water heater is newer and your house plumbing is copper/PEX, just go with a whole house filter & 30 micron sediment filter element, at your incoming cold water supply from the street. That would save the cost of a High Temp. housing. But if you have galvanized mixed in, additional filtration wouldn't hurt.
HTH, Dee