Naman - From past experience (version 4.2.1 & on), if you create an answer on top of a worksheet - you should have no issues adding a filter to a pinboard (as long as the column is available in the worksheet).
However if you create an answer > save as worksheet > pin it creates an aggregated worksheet that you cannot apply a pinboard filter with.
How I personally keep the confusion between worksheet and aggregated worksheet straight:
1) Worksheets are created under Data tab > Actions > Create Worksheet
2) Aggregated worksheets are created under Search/Answers Tab > Save as Worksheet