Do small business jets have HEPA filters?
Embraer's own website confirms that their business jets can recirculate or draw fresh air, but HEPA filters don't seem to be an option until you get into the Praetor size and above -

In addition, the now standard HEPA filter for the Praetor jets can
capture 99.97% of bacteria, viruses, and fungi — further providing
fresher, cleaner air inside the cabin. So when you fly on an Embraer
business jet, you can breathe easy.