"I have an old 1st Gen AirPort Express b/g"
Apple began to use the Generation naming with "n" wireless products in 2008. So the 1st Generation AirPort Express was a "b/g/n" version....model number A1264.
The "b/g", model A1084 or A1088 came before the "n" version, so it is tempting to call it a 1st Generation product....even though it is not.
If you really do have the A1084 or A1088 "b/g" version of the Express, the first hurdle to overcome will be to find an older Mac running Leopard (10.5.x) or Snow Leopard (10.6.x), or a PC that has Airport Utility 5.6.1 for Windows installed.
The reason for this is that 6.x versions of AirPort Utility that have been introduced over the past 5 years will not support the older "b/g" versions of the Express.
So, let's first get a handle on which version of the Express that you actually do have. Look on the side of the device for the model number. It's hard to see with gray lettering on a white background.
It is either going to be A1264 or A1084, or possibly A1088.
Which model do you actually have?
"Can I use Mac Filtering to explicitly deny my macbooks and iOS devices from connecting to it...."
No, but if you have the 1st Generation A1264 version, you can configure the Express to operate in client mode. In this setup, it will connect to the AirPort Extreme for use with AirPlay, but your wireless devices will not connect to the Express for their wireless signal, they will connect to the AirPort Extreme.
If you have the A1084 or A1088 version, you don't have to worry about wireless devices connecting to the Express for their wireless signal, because the Express can only operate in client mode.