The problem is just that Ren'Py only has one variable for say_menu_text_filter as opposed to a list of them, so you can only have one function at a time. That said, the function you use is free to call other functions. That's how I handle adding the inline text filter. For a very basic example of how to chain multiple text filters:
init python:
def big_text_filter(s):
s = some_other_filter(s)
s = yet_another_filter_function(s)
s = some_third_filter_function(s)
return s
define config.say_menu_text_filter = big_text_filterHope that helps!