seems to work on 4.5.0 GL-AX1800 . Hope this becomes integrated in the UI soon.

for anyone else searching, firewall.user is in /etc/firewall.user (not /etc/config dir). You can also modify the file via luci UI http://192.168.1.1/cgi-bin/luci/admin/network/firewall/custom

And if you want to remove the rule you can just replace -I with -D, everything else the same.