This article provides recommended configuration for route filtering on an NSX Edge with BGP routing.
VMware NSX-V
Physical router ---- BGP------ Edge Services Gateway ----BGP----- Distributed Router
If the Edge Services Gateway (ESG) must send the default route to the Distributed Router via BGP, the ESG cannot filter the default gateway towards the physical router as the default information originate is enabled globally. The route filtering will not work on the NSX BGP peer.
As a workaround, configure the route filters on the ingress interface of the physical router.