Making filigree in MoI, or any other NURBS CAD software, would be quite challenging and time consuming. The only reason I can imagine doing that would be if the part needed to be milled.
Hi Gunter, yes like Peer writes above it will be difficult to make an organic form like you want in a CAD program where the focus is more on mechanical parts.
You may want to check out 3D Coat in addition to ZBrush for making that type of model.