Well, if the R2 value is already in the VCF INFO column, it's easy to filter on it with a short script. But, as long as you include "dosage=DS" in your VCF import command (e.g. "plink2 --vcf example.vcf dosage=DS --mach-r2-filter 0.3 --make-pgen --out filtered_dataset", --mach-r2-filter will also work properly (by computing R2 from scratch).