@Michael S. Scherotter , Apologies for the delayed response.
After working through this issue with the AppInsights team, I found that the issue was related to syntax. Please remove quotes (') from the $filter expression's first operand. Therefore, the expression
$filter='session/id' <changes to> $filter=session/id
The complete URL will be as below (note the absence of quotes around session/id)
https://api.applicationinsights.io/v1/apps/my_app_id/events/customEvents?$filter=session/id eq '5Ir7eEKoMoRwsg6jpnX2j'&$top=500&$skip=0×pan=P2Y
Hope this helps. Please let me know if you have any questions.