Personally, I always auto focus for each filter. I have an exposure time of 8 sec defined in the filter wheel setup for the Lum filter and 12 seconds for all the others. Even with my narrow band filters, the 12 seconds always produces enough stars for the auto focus routine to work (using a 130mm APO). This adds some time to the focus routine but I always get excellent focus on all the subs.
It is also possible to setup filter offset focusing. With this procedure, you must define the absolute focus position of every filter in the filter wheel definition. Then tell SGP to auto focus using the luminance filter and then enable the option “Auto Adjust Focus Per Filter.” SGP will perform the auto focus using the luminance filter and then using the focus positions defined for the other filters, calculate the number of focuser steps between the luminance and the filter being used and move the focuser accordingly. It can be a bit tedious to get all the filter positions accurate, as temperature compensation issues can cause errors while trying to get all the filter positions defined.
The SGP Help file has a lot of info on using the auto focus routine.