Generate a list in Mathematica with a conditional tested for each element

Suppose we want to generate a list of primes p for which p + 2 is also prime.

A quick solution is to generate a complete list of the first n primes and use the Select function to return the elements which meet the condition.

Select[Table[Prime[k], {k, n}], PrimeQ[# + 2] &]

However, this is inefficient as it loads a large list into the memory before returning the filtered list. A For loop with Sow/Reap (or l = {}; AppendTo[l, k]) solves the memory issue, but it is far from elegant and is cumbersome to implement a number of times in a Mathematica script.

Reap[
  For[k = 1, k <= n, k++,
   p = Prime[k];
   If[PrimeQ[p + 2], Sow[p]]
  ]
 ][[-1, 1]]

An ideal solution would be a built-in function which allows an option similar to this.

Table[Prime[k], {k, n}, AddIf -> PrimeQ[# + 2] &]