[Zoom H4 mounted on desk tripod]
For recording a VO at a desk, is there a significant difference in recorded quality when using the supplied foam windscreen or a high quality bolt on Pop filter?
The pop shield (the circle one) is for regular speech recordings. It blocks out the 'P' and 'B' sounds that could possibly create a 'pop' in the recording and make it sound low quality.
The windshield (the one that slips over the mic) is just a windshield. It doesn't protect against pops or 'P' and 'B' sounds.
Basically use the circle one. And point the mic at your mouth but not directly in line where you're breathing. That will help a lot.
The pop filter should, by design, offer you some protection from plosives. Since the mic is on a tripod you do not need to worry so much about protecting the mic with the foam windshield, unless there is a fan or breeze in the room. That is typically what the windshield is for.
The H4n built-in mics are 2 stereo cardioids that are in an XY position, which is not a typical broadcast mic set-up, so you will have to experiment and try it for yourself. Since you are probably speaking close to the mic, if you needed to try both at the same time it would not compromise the quality.