If you use the RSS link provided by your home instance next to the filter controls, the links from it will be to your home instance. Just pick the filter you want and copy that link into your reader. Another great feature of that is the “Subscribed” feed. If you’re logged in, you’ll have a personalized link next to any “Subscribed” filter, as you join and unjoin communities you won’t have to change the link at all, it’ll just start and stop getting submissions from those communities.

Edit: I also just discovered the “Inbox” has an RSS feed. No more need to check the site for replies :)