Only works on anime and manga lists that use "modern" templates. Support for "classic" templates is definitely possible but I'm not an actual developer and I'm lazy. Sorry about that.

Here's how it works: the script inserts a list of links that point to the URL of the current page + a "genre" parameter corresponding to the selected option. If another "genre" parameter is already present in the URL, it will be replaced. I'm pretty sure MAL only supports one of these at a time.

Screenshot: