No. You can read the filter rules directly from the standard input (stdin) by using the "-" (a single hyphen) instead of the rules file path. For example:
% echo 'set edition=2; print "[centre]"; write;' | grib_filter -o out.grib - in.grib
Or like this:
% grib_filter -o out.grib - in.grib <<EOF set edition=2; print "[centre]"; write; EOF