Can I apply Filters On the List of Users From Copy Followers?

It is understandable why you would want to apply Filters to the list of users (followers/following of the target user) in Copy Followers but you cannot do so.

However, you can use Source Feature to segment the user list (through preset Criteria) and apply Filters to it. You can add any third party profile as Source and view its audience in comparison to your Audience on Twitter. Also, you can apply Filters to this list to further refine the user list and perform follow unfollow actions. 

Learn more on how to use filters with Source.