Thank you. I find solution how to show messages for specific user
add_filter( 'fep_table_prepare_items_args', function( $args, $message_type ) {
if( ! empty( $_GET['is_user_id'] )
) {
$args['participant_query'][] = array(
'mgs_participant' => trim( $_GET['is_user_id'] ),
);
}
return $args;
}, 10, 2 );
And in admin panel I need just add to URL &is_user_id={USER_ID}