The Magictale design produces -HT of -24V for the VFD and biasses the filament at one end via the 1K, 10K potential divider to approx -21.8V at no cathode current. However the bias network presents a Thevenin resistance of 909R so at the max rated 10mA Ik, the bias will shift positive by about 9V (neglecting any drop in the -24V -HT rail). Its not exactly optimal but does provide an example of capacitor coupling the LM4871 filament supply to allow bias to be applied. N.B. for +HT and +bias, reverse the coupling caps.
Rolo's design also has a capacitively coupled filament, however I believe his schematic has the coupling capacitors the wrong way round, as the LM4871 outputs are on average negative with respect to the bias voltage. If you are going for approx 5V bias, you don't need a Zener, just return the CT of the 100R, 100R potential divider across the filament to the +5V rail. With 100R resistors in the bias divider, its Thevenin resistance is only 50R, so at 10mA Ik, the bias only shifts positive by a negligible 0.5V.
I have a few ideas for how to do adjustable cathode bias, but IMHO fixed 5V bias is probably good enough for most applications as long as the peak filament drive voltage is well under 5V.