But if you have the same problem I found a little hack to do it.
Steps to filter by contact in gmail
- Create the group in Contacts ( if doesn't exists)
- Compose an email to group
- Copy the "To:" field
- Paste into the "Convert" textbox
- Copy the the "Convert" output into a new filter
The problem with this method is everytime when you modify the Contact Group you must to do all again.
But until gmail let do this we don't have much to do.
If do you find a new better way to filter contacts groups in gmail don't doubt comment!