It's nice that people want to share, but our users complain that filters show up on their dashboard that they don't want.

My suggestion:

On the manage filters page, for each incoming shared filter, have a "Hide on dashboard" option.

With this, shared filters will:
1. by default show up on the dashboard
2. Always be available on the "manage filters" page
3. be able to be removed from ( or shown on ) the dashboard