Problems filtering entities from an nhibernate mapping with an IInterceptor

Question

I have a set of entities that implement an interface:

public interface ILocalised
{
    Culture Culture { get; }
}

For lots of complicated reasons I need to filter entities which do not have the correct culture after they are returned back from the DB (i.e. I can't use a Filter). My immediate thought was to create an interceptor that would filter any entities that did not have the correct culture, e.g.

public class LocalisationInterceptor : EmptyInterceptor
{
    public override object Instantiate(string clazz, NHibernate.EntityMode entityMode, object id)
    {
        var entity = base.Instantiate(clazz, entityMode, id); //Returns null already

        if ((entity is ILocalised) && false == IsValidCulture((ILocalised)entity))
        {
            return null;
        }

        return base.Instantiate(clazz, entityMode, id);
    }

    public override bool OnLoad(object entity, object id, object[] state, string[] propertyNames, NHibernate.Type.IType[] types)
    {
        if((entity is ILocalised) && false == IsValidCulture((ILocalised)entity))
        {
            entity = null;
            return false;
        }

        return base.OnLoad(entity, id, state, propertyNames, types);
    }

    private bool IsValidCulture(ILocalised localisedEntity)
    {
        return localisedEntity.Culture == Culture.En;
    }
}

However so far, what ever method I try to override it will always return the entity.

Does anyone have any ideas how to prevent certain entities from being loaded in an interceptor or any other solutions?