This is what happens when I read the manual.  It usually results in more questions!  I'll start out with trying to understand how the filters work on my KX3.

My KX3 already had the Elecraft® KX3 KXFL3 Roofing Dual-Bandwidth Filter option installed when I bought it used 4 years ago.

The way I've always used filters is just cranking down the receive Pass Band Tuning from max wide to narrow enough to mask out any interfering signal.

My questions are:

Why are these called "Roofing Filters"?
Are they used for specific modes, or anywhere (SSB, Digital, CW) there are interfering signals?
Why are there XFIL (Extended Filtering) FL1-FL5 on the display, when I've only ever noticed FL1-FL3 being selected?
Is there a better way to use the filters?  PBT I = wide to narrow, PBT II shifts from side to side?

This might help.  It was written for the K3, but I think will apply to the KX3 also.

Roofing Filters

As I understand it, the filters they are only available for some modes.  For instance, I have the 6.0kHz AM filter in my K3, but it isn't selectable up in the CW mode,  only the SSB mode.

There is space to mount up to five of these roofing filters in your KX3 (well....that's true for my K3, and I assume your KX3), but if you only have 3 installed, then only FL1-FL3 will show up on your rig.

I'm not sure there is a "best" way to do it.  I just  use the shift/cut (slightly different controls on the K3 than the KX3), etc. to filter out any unwanted noise/signal.

Disclaimer:  I don't know much about it, so take anything I way with a grain of salt.

Some of us are more visual so let's look and "see" what the filters can do on the spectrum.

3khz of spectrum visible on the "waterfall" with multiple psk31 signals slinking by.



But say one of them is noisy and cancelling out one you really want, like a rare Afghan call.

So you start narrowing the filter to exclude the ones you don't want to pick up that rare one.



And even narrower to really make it stand out of the crowd and clear up the decode.



Does this help explain?

Thanks for confirming the real world way we use filters, Kekoa and elcope.  

ETA:  Most of Elecraft document Kekoa linked to translated to my brain as "twist the knobs until the signal becomes as clear as you can get it".  

I learned something, too. Thanks!