The "Create Filter From..." command is very useful if you want to create a new filter.
But what if you want to add a rule to an existing filter? Using the same concept?
A proposed "Create Filter Rule From..." option in the same context menu could do the trick. Once selected, the list of existing filters is presented. The user chooses one and the rule is created within that filter. The list of filters can be a displayed as a drop down in the context menu itself. There can also be a "more..." option that opens a filter list window with other options like "Run filter now".
See attached for proposed placement.