> On a read only list I have set up
>
> Filter= Only, *@* and
> Filter= Allow, <myowndomain>
>
> in an attempt to cut down on spam attempts.

I would suggest using Send= user@address,confirm
This automatically rejects any posts from all addresses except this one
(or more if you choose)

> This is fine and has cut out the approval notices but is there anyway
> I can stop the resultant errors of the messages that cannot now get
> through, for example:-

The above will do this. The only drawback is if the sending address was
faked (most spam is) their rejection will bounce and show on your daily
report. Legitimate addresses you'll never know about.