If you'll fill SLOWLY via your skimmer, so the water goes through the filter BEFORE it returns to the pool, that will help.
Also, raising the pH (>7.6) before you fill, and then putting a chlorine tab in the skimmer as you fill, will tend to increase the amount of iron that's caught by the filter. Obviously, cleaning the filter as soon as possible afterwards is a good idea.
BUT . . . if your filter runs a long time between cleaning, the iron should remain on the filter, so long as your pH doesn't get low. Be careful to NOT add anything acidic (other than a chlorine tab) via the skimmer -- doing so can 'release' the iron into your pool water, where it can (again) stain your steps.
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