use of mapcan

[dxs@evolving.com (Dan Stanger)]

i have a question regarding mapcan used as a filter.  if i want to avoid
possible problems of side effects can i just return a cons containing
the value i want to keep?  for example
(defun x (a) (if (keep a) (cons a nil) nil))
and
(mapcan #'x '(a b c d)).
will this avoid possible problems?
thanks,
dan stanger