Set it up now and it worked without entering the MAC addresses of the powerline adapters.
They work similar to a HUB and are just passing through the data pakets.
I would have been surprised it not.

Needed a bit longer as my two DHP-300 powerline adapters normally are connecting the DIR-655 WAN port to the cable modem witch is 2 rooms far. I had to look for a 20m cable first to replace this connection.
I enabled the MAC filter with only the MAC of my configuration computer and the LAN MAC of my netbook.
(btw. more than 600 entries of denied access for the other devices in 10 min)
Worked without problem. Received a valid IP, had internet access and could open the config menu of my DIR.
And the netbook was shown as a LAN system:
[WARN] Sun Jan 31 10:35:09 2010 A network computer (Lizzi10) was assigned the IP address of 172.22.222.163.