Clean/filter HTML inserted to post content by XML RPC

From the save_post Codex page:

save_post is an action triggered whenever a post or page is created or updated, which could be from an import, post/page edit form, xmlrpc, or post by email.

So, if you hook into save_post you can run your filter before save:

add_action( ‘save_post’, ‘wpse_75871_save_post’ );

function wpse_75871_save_post( $post_id ) {

    if ( defined( 'XMLRPC_REQUEST' ) && XMLRPC_REQUEST ) {
        // Avoid infinite loops
        remove_action( 'save_post', 'wpse_75871_save_post' );

        $post = get_post( $post_id );

        $your_filtered_content = get_your_filtered_content( $post->post_content );

        wp_update_post(
            array(
                'ID' => $post_id, 
                'post_content' => $your_filtered_content 
            )
        );

        add_action( 'save_post', 'wpse_75871_save_post' );
    }
}

You may need to do some other checking for your specific case. Let me know if you have any questions!