emusonacid!

Is it possible to run a voice/preset output back into another voice (to get extra filtering) using RFX? If yes, how?

Yes, but unfortunately you can't assign RFX Buses as live samples in Presets. So, you would have to route the Preset or RFX Bus you want to re-filter/re-process out of the sampler and then back into the sampler using the analogue or digital I/O.

I've never tried it, but I imagine the R-ADAT card would be the easiest way. With an ADAT cable connecting Outputs 1-8 to Inputs 1-8, you could in theory re-filter/re-process a stereo Preset 3 times over, without adding any noise to the signal path.