Works fine here, both on /v1.0 and /beta endpoints. Make sure you provide the actual GUID value, such as:
https://graph.microsoft.com/v1.0/devices?$filter=deviceId eq 'd2503afc-5be6-4bb8-af13-38992c959cd4'
Also, note that 'deviceId' is different from 'id', so make sure you're using the correct one.