I have created filter mask, and now i want to change some parameters of filter. But can't find where to open the dialog with options.

right click -> "Layer properties" shows small dialog with curve and channel editor, but not filter mask properties. Other right click menu items seems to be unrelated.
Double click - goes to layer name edit mode (and double click is not clear, I found it when start to google "how to change effect layer properties" here - https://userbase.kde.org/Krita/Manual/FilterMasks )
Layer docker bottom buttons seems to be not relevant too.

Right click menu entry is most what I expected to search for in this situation.

Version: version=2.9.7 (git 6577da7), 64bit-krita, Windows 7

Up?
I am stuck again, can't find where I can change blur radius of filter mask.

Questions seems to be trivial, "where is button for filter mask options"

Use the layer properties button, it's next to the delete layer button.