Here is a tidbit which took me a few weeks to figure out. The clipboard filter in Dorico (main menu > Edit > Filter) is applied to the current contents of the clipboard. Also, the filter setting is not persistent as it is in Finale.
So, unlike in Finale where you needed to set the filter and then make your selection (or, more often, make your selection, say “Oh, crap!” set the filter and then make your selection again) , in Dorico you need to make your selection first and then do the Filter conmand.