Hi Miles,
Using higher gains the error relative to LSB size will increase, but in any case you will see error using the large value resistors. The noise will also increase using larger resistors.
There is also a tradeoff within the RC filter. The dominant capacitor is the differential cap across the inputs. This should be a quality capacitor for best overall performance when using a precision dataconverter. To get a high grade capacitor (such as C0G type MLCC) you will be around 10 to 47 nF in small format caps (0603-0805). The tradeoff is between larger caps sizes versus larger resistor sizes.
Best regards,
Bob B