I've been wishing to do this same thing for an eternity now. We even bought a Meraki switch for our core thinking we could then have the L3 routing on that switch and the Meraki mojo would allow us to do filtering by MAC on the MX.
It doesn't.
I want to do the same thing that you're doing and filter the internet by VLAN, each VLAN gets different levels of access by default. I have yet to find a way without having every vlan terminate on the MX, which doesn't work so well...