Hi @Allen_Brooks .
There are a couple of options. You are correct, that if you do a merge visible that you are working destructively, but you need a pixel layer to apply a filter.
Rather than a Merge Visible, do a Stamp Visible. There is no menu option for it, but here’s what it does. It takes all of the layers, merges them into one pixel layer and puts it at the top of the layer stack. All of the existing layers are left alone, but now you have a merged layer at the top. To do a Stamp Visible: Select all the Layers. on a Windows Machine: Ctrl+Alt+Shift+E (yep, the longest keyboard shortcut you’ll ever want!!). On a Mac: Cmd+Opt+Shift+E.
Now you can apply your filter. The issue is this. Now let’s say you wanted to adjust one of the layers below the Stamp Visible Layer. You can adjust it, but you won’t see any effect because the Stamp visible layer is on top and obscures the layers below it. It works, it’s just not pretty.
Select all of the layers and convert them into a Smart Object. Several ways to create a smart object, but the easiest is probably just go up to the Filter Menu and Choose Convert for Smart Filters. Now you’ll see what looks like one layer, but it will be a Smart Object Layer. You can now apply a filter as a Smart Filter. If you wanted to re-adjust any of the original layers, double click on the Smart Object Layer and it will open the contents of the Smart Object. When it opens it actually opens as a separate document. Adjust what ever you want, then choose File / Save. Once Saved, you can close that document. The Document with the Smart Object will be updated and the Smart filter will be reapplied automatically.
Hope that makes sense. If it doesn’t, let me know and I could create a quick video and upload it to my YouTube Channel with a link from here.