If the worksheets you want to filter are using the same data source, you can use the "Apply to Selected Worksheets" on the set (saved filter) that Tableau generates after executing a dashboard action.
Below is an example from the workbook you linked to above. It was two worksheets --- map and scatter plot --- on Dashboard 1 and a crosstab worksheet on Dashboard 2.
First, cleanup the workbook by removing any filter on all of the worksheets with the word Action in front of it. I also removed all dashboard actions from this workbook.
Setup a singe dashboard action for Dashboard 1. You don't need to specify a target on Dashboard 2 or the crosstab worksheet on Dashboard 2.
Next open up the Scatter Plot worksheet from Dashboard 1. You'll see the action filter (really set) on the filter shelf. Click the pill > Apply to Worksheets > Selected Worksheets > ... and select the crosstab.
On the crosstab worksheet you'll now see this filter and a mark next to it indicating it's linked to the filter on the scatter plot:
dashfilters.twbx 1.7 MB
Thank you, this solution works perfectly.
There is a small workaround to achieve this
Create filters to other Dashboards at first and create filter on the same page at last in that way it will apply filters on other dashboards first and its own one at last which makes it to stop jumping on other dashboards.
Let me know how it works ..