How to apply a filter to an animated rig/character?

In short, I need to make a simple shadow effect. As for me, the simple solution would be to apply Bevel Gradient effect, it looks nice. So from what I understand, the filter cannot be applied to a symbol (please tell me WHY), it can ony be applied to a movie clip. I thought that it would be possible to animate a character rig, and then apply a filter to it.
So, are there other ways to apply a filter to an animated symbol?