You can filter games in your library using certain features by using Enhanced Steam (browser plugin for FF and Chrome). You'll need to install the plugin to your browser, go to Steam website and enter the settings from the new Enhanced Steam dropdown. Then enable Library (BETA, only available in Chrome), if it's not already enabled and go back to Steam's website. You should see a link to your library at the top of the page. Click it and you can easily filter your library:
Categories include the features you can see on the right on Store pages such as VR-support, local co-op, multiplayer and controller support. Genres include, well, genres.
The best way to search for games with tags is by going to the tag page (
http://store.steampowered.com/tag/<language>/<tag>/ where language is the shortcode for a country such as "en" for English or "fi" for Finnish) and browsing for games you own (Enhanced Steam can help you highlight those as well). You can further filter those results by using the filters on the right.