@rgoj I needed this functionality this WE for my own concerns. See my version -- less verbose | not what I would propose for MNE-Python -- but maybe it's interesting to see:

```Python
def generate_filtered_epochs(freqs, filter_params, epochs_params):
    """ Generate filtered epochs
    """
    for l_freq, h_freq in freqs:
        filter_params.update({'l_freq': l_freq, 'h_freq': h_freq})
        raw = epochs_params.pop('raw')
        r = raw.copy()
        r.filter(**filter_params)
        epochs_params['raw'] = r
        epochs = mne.Epochs(**epochs_params)
        epochs_params['raw'] = raw
        yield epochs, l_freq, h_freq

```