Is there any posibility to change rp_filter setting for each interface individually?
Or, is there an access to /proc filesystem, so I could write ‘1’ to /proc/sys/net/ipv4/conf/ether1/rp_filter ?
Or, of course, some sysctl interface ? 
Yes it is possible
http://wiki.mikrotik.com/wiki/Manual:IP/Settings
This setting changes the policy on all interfaces. I want to enable RP Filter setting just for one specific interface