Currently the only option for group filtering is 'visible groups' this is irrespective of the setting chosen within course settings.

However it would be good to be able to filter by your own group, and in addition for the block to remember the last group you had searched for on subsequent visits. This is especially the case when using courses with lots of groups making it a chore to have to locate the group every time the overview of progress page is viewed.

You see examples of this on other plugins like the checklist or core plugins like the Moodle assign: