Strange, I couldn't find anything in the settings (iOS version). So maybe there's a divergent feature set and updates are forthcoming.

I can't speak to any of the apps, but after making my original comment, I checked out the website version, and the settings there do indeed have filters for category as well as specific terms.

Can verify. Settings > Content Filter > Custom Keywords. You can choose whether to hide the stories completely or blur them instead.

We have Content Filter on the web version. And it's coming to the mobile app very soon. We're working towards having complete feature parity with the web app.