I'm really missing the ability to give folks an easily-digestible chunk of the close review to chew on by simply handing them a link to the pending review items in their favorite tag. This was possible before last year's redesign, but it got dropped when the UI changed.
As I recall, the hope at the time was that the backlog would drop low enough to where filtering wasn't really necessary or effective... That didn't happen.
In addition, there was some concern that, because filter preferences are "sticky", it would cause confusion by changing folks' preferences without them realizing it.
That's a legitimate concern. However, it's also an issue with linking to filtered question views (which is possible today) and frankly I think the benefits outweigh the concerns.
Please let me hand folks a link such as http://stackoverflow.com/review/close?filter-tags=winapi or http://stackoverflow.com/review/close?filter-type=off-topic and have it actually apply that filter to the items they then see for review.