I have one bedroom that is about 12 X 15 with 10 ft ceiling used by teenager who keeps door closed a lot. Gets hot at night vs rest of house. I have heard that a small return will be more beneficial than another supply duct. Note: Main return for house is is this room closet and draws from hall way on other side of wall. Should I try a small return tap in first and if so do I need to filter it. Also what size would you recommend.

That seems to be the easiest thing for you to do. The filter is already in the furnace a second one is not necessary. Try a 8X10 RA grill.

Wow, 10 ft ceilings... that could be why. My house has 7'9" ceilings!

A return duct will put hot air out of the room better than just have it being taken out of the room through the cracks around the door, but this only applies if it is far away from the air handler.