I wanted to redirect the user to the email verification page, when the canAccessFilament() method failed. By default, Filament returns a 403 error.

#Creating the middleware

Start with creating a new middleware by running php artisan make:middleware RedirectFilament. Of course, you can choose the name yourself.

In your new middleware, write your redirection logic, here is mine as an example:

public function handle(Request $request, Closure $next)
{
    $user = Auth::user();
 
    if ($user instanceof FilamentUser && $user instanceof MustVerifyEmail) {
        if (! $user->canAccessFilament() && ! $user->hasVerifiedEmail()) {
            return redirect()->route('verification.notice');
        }
    }
 
    return $next($request);
}

#Adding the middleware to the Filament config file

Add your middleware to the config/filament.php in the section middleware.auth.

'middleware' => [
    'auth' => [
        RedirectFilament::class, // <-- your middleware
        Authenticate::class,
    ],
    'base' => [
        EncryptCookies::class,
        AddQueuedCookiesToResponse::class,
        StartSession::class,
        AuthenticateSession::class,
        ShareErrorsFromSession::class,
        VerifyCsrfToken::class,
        SubstituteBindings::class,
        DispatchServingFilamentEvent::class,
        MirrorConfigToSubpackages::class,
    ],
],

#Change the middleware priority

You need to change the middleware priority because the filament middleware will trigger first, leading to a 403 error. To achieve this, checkout Sorting Middleware from the Laravel docs.
For me, my middleware had to come after \Illuminate\Session\Middleware\StartSession::class so the user would be authenticated and before \Illuminate\Contracts\Auth\Middleware\AuthenticatesRequests::class so the filament middleware doesn't trigger first.

protected $middlewarePriority = [
    \Illuminate\Foundation\Http\Middleware\HandlePrecognitiveRequests::class,
    \Illuminate\Cookie\Middleware\EncryptCookies::class,
    \Illuminate\Session\Middleware\StartSession::class,
    \Illuminate\View\Middleware\ShareErrorsFromSession::class,
    \App\Http\Middleware\RedirectFilament::class, // <-- your middleware
    \Illuminate\Contracts\Auth\Middleware\AuthenticatesRequests::class,
    \Illuminate\Routing\Middleware\ThrottleRequests::class,
    \Illuminate\Routing\Middleware\ThrottleRequestsWithRedis::class,
    \Illuminate\Contracts\Session\Middleware\AuthenticatesSessions::class,
    \Illuminate\Routing\Middleware\SubstituteBindings::class,
    \Illuminate\Auth\Middleware\Authorize::class,
];