I had to work this out myself, little to know documentation and the notes on the intellisense are pretty vague.

First you need to get the filters:

var theFilterGroups = merchelloHelper.Filters.Product.GetAll()

This will give you the filter groups that have been created. You can then loop through these.

@foreach (var item in theFilterGroups){}

To then get all the filter themselves for each group:

var itemsFilters = item.Filters.ToList();

And then you can loop through them:

@foreach (var itemFilter in itemsFilters){}

Example of a solution:

@{
var theFilterGroups = merchelloHelper.Filters.Product.GetAll(); 
}

@foreach (var item in theFilterGroups){
    <h5>@item.Name.ToString()</h5>
    @var itemsFilters = item.Filters.ToList();
    <div class="the-filters">
    @foreach (var itemFilter in itemsFilters){
        <span>@itemFilter.Name.ToString()</span>
    }
    </div>
}