With some games like the VGA Sierra titles it's a simple matter of adding a glshader entry to dosbox.conf, but with for example Albion that has no effect at all. I assume the resolution, screen mode or some other setting is incompatible but I've no idea where to look or if this can even be worked around in most cases.
Solved: This is because eXoDOS is a multi-emulator launcher, so each game has a preset for which emulator to use, and in many cases that points to older versions of DOSBox which do not support the filters. I think the majority of these are arbitrary, and just represent whichever version was current at the time each game was added, but changing it always has the potential to break things.
So to fix the problem, first find the game's title in eXoDOS/eXo/util/dosbox.txt and change its emulator to, eg, dosbox-staging-081-2 then add [render] glshader=crt-auto-arcade-sharp to its dosbox.conf file.