It should just work. I set up a simple test on one of our aliased files like so:
Code:
    Object oJournal is a Journal_DataDictionary     // master
        Set pbUseDDRelates to True   
        
        Set psSQLFilter to "amount > 0"
        Set pbUseDDSQLFilters to True            
    End_Object
    
    Object oJournalC is a Journalc_DataDictionary   // alias
        Set pbUseDDRelates to True   
        
        Set psSQLFilter to "src_jnl = 'CD'"
        Set pbUseDDSQLFilters to True            
    End_Object


    Object oJournalI is a Journali_DataDictionary   // alias
        Set pbUseDDRelates to True   

        Set psSQLFilter to "src_jnl = 'PCH'"
        Set pbUseDDSQLFilters to True            
    End_Object
I hooked up three grids to these DD's, and they all display the expected records based on the SQL filter.