I imagine if you filter in the gallery to just captures it would help

I personally use a MediaManager (MediaMonkey, Windows user) that tags the album art to the mp3 (or transcodes it if it isn't an mp3 ) and I don't copy over the separate album art image file.

I tend to not store the album art in separate files now on my computer. Anything decent now-a-days should be able to read embedded album art.

PS Yes I've done this on my N9, and yes, it works perfectly fine.