David, I've had exactly the same idea except for HN-3. I have all parts mentioned (including HN-3), so I did a quick test by focusing the combo by shooting reasonably distant scenes (which will cause the vignetting most likely) with the overcast sky (to see the vignetting better if it shows up).
The result was that I could see no trace of vignetting caused by the 58-52 step-down ring and a 52mm protection filter neither at f16, f5.6 nor f1.8.
That said, I observe the entrance pupil is covered by the step-down ring and the 52mm filter combo when I looked into the lens at oblique angles. So, I would suspect that the bokeh circles might be affected.