I mostly use EV/EBITDA to filter for all companies, because the Ratio covers almost everything that affects the Value of a company (Profits, Debt, Capex, Working Capital). 13-15 would be a good filtering range for EV/EBITDA, but of course it depends on your risk appetite.
It’s difficult to filter for BFSI firms because things that matter like NIM or Net NPA Percentage are not captured in Screeners usually. You could still try using the P/B Ratio. A range of 3-5 would be acceptable.
For FMCG firms, you could try filtering using the P/S or P/FCF Ratios, since their P/E Ratios tend to make very little sense.
Maybe this post I made some time back would help you a little (Wrt the Screening process):
But when all is said and done, filtering forms a very small part of my investment research. I’ve found out about many more companies during my interactions with friends, by reading newspapers/magazines or through VP itself than by filtering.