Hello,
I am doing all this in a CB Activity module. It is the only place where I have recently started adding filters.
Until recently, I was using a menu link to CB Activity, but I decided to start using a module instead so that the menu link "home" shows information & news when not logged in, and instead shows the activity wall when logged in.
So for that reason, I have not tried to add filters or anything to CB Activity as a menu link or anything, only as a module which is only visible to registered users and up.