Hi danvic,
Unfortunately there is not currently a way to refer to a filter file through the scripting API. I have logged this for our developers as desired functionality for a future release.
It may be possible to use templates as a intermediate solution depending on your desired workflow. If you are creating projects one-at-a-time, you could specify the path to a generic filter file in the template used to create the database. Then overwrite any existing filter file before you call the Project.ImportFEM() method, such that the new one is used when the FEM is imported to the database.
The other (obvious) solution is to set up the project as normal using the scripting API, have your process export the filter file, etc. then manually come in and point the projects to the desired file. I understand that neither of these is as clean as you would like, unfortunately.
Thanks,
Stephen