AADGuide | Azure Active Directory Guide | Azure library

There are two issues with the approach.

1. the sample code you mention and the filter implementation are for web APPs, not web API. That's an important difference. Web APPs can rely on the browser to interact with the user for authentication; web APIs don't know what UX the client has (or even if there's any UX at all) hence the error behavior is radically different
2. a controller might call multiple APIs, requiring multiple token requests for different resources- which can fail or succeed independently, and connect to different providers. Different controllers might call different resources. The reaction to the error might vary. A filter such as the one you prototyped would only help with a very narrow set of cases. Hence I would say that unless your controllers are all expected to perform very homogeneous logic, a filter such as the above would not give you the flexibility you need.