At the moment (Version 2.6.6 (1348) it seems that the only way to add Round Corners filter is to go glyph by glyph manually selecting the paths.
If I’m not mistaken, it was possible to select all the glyphs I needed and apply the filter, there was no need to open the glyphs one by one and apply the filter.
Looks like the paths within selected glyphs are not automatically selected by the filter, hence I need to select the paths manually.
Same happens when I’m trying to apply this filter as a custom parameter on export - no rounded corners in the exported font.
Am I doing something wrong or it is a glitch?