There is no way to do this through the current interface, but you can bodge it e.g

BEGIN {
  require Filter::Include;
  my $old_source = *Filter::Include::source{CODE};
  *Filter::Include::source = sub {
    print "Including $_[0]\n";
    goto &$old_source;
  };
  Filter::Include->import;
}
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I could add this feature to the module if you'd like (probably as an import() parameter), it could do with some tidying up anyhow.