Can one use a $filter when retrieving via GUID?

I'm trying to find out if I can always use a $filter expression even if I only have an object's raw GUID.

I know I can do stuff like:

.../AccountSet(guid'bdc0e823-4f8e-e511-80e0-00155d62e31e')

to get the object but it would be helpful (for designing a user config system) if we could use a $filter to identify the object as an alternative.

.../AccountSet?$filter=<some_member_field> eq <some_guid>

It's a little frustrating to have to support two ways of identifying records to retrieve.

Any info on this area much appreciated!

Thx

PS: I guess I'm kind of asking if every Dynamics entity has an implicit "SelfId" property/field which is always present and which we can refer to in a $select expression.