You're going to need to assign the filter data again using:
Filter filter = new Filter();
filter.maskBits = yourMaskBits; mPhysicsWr.getPhysicsConnectorManager().findBodyByShape(this).getFixtureList().get(0).setFilterData(filter);
For pretty much every Get method in Box2D there is a corresponding Set method. Its pretty unusual in the API to set properties directly. Most of the time you will use getters and setters.