I've moved this post to Server Administration , where your question would probably get more replies.
As for you question, I don't think it's possible to do it "on Tableau Server".
Please refer to Guest User, for Additional Guest account characteristics information.
The two solutions I can figure out are,
- Created a specific user account for your users who want to customize their filter selections
- Add filter parameter to URL and add the URL to the browser's favorite.
For the second solution, please refer to How View URLs Are Structured for more information.