Jira doesn't support creating an overall filter for the dashboard. Filters are specified in each gadget that you add to the Dashboard. You would have to create dashboards for each person and use the filters in the dashboard gadgets in each dashboard.
One other option, the way I set things up on a dashboard for my team was to use 'assignee = currentUser()' in my filter queries so that I only need a single dashboard where the content will change based on which user is viewing it.
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