I would connect the filament sensors in series.
I think that the usual function of the switch is closed when there is filament, and open when there isn't.
So if one of them has filament and are in paralel, the opening of the other switch would go unnoticed.
In the series connection a breaking of the continuity on any of the switches ( or in the cabling) will mark a filament problem.
You can easily check if filament in is open or closed with an ohmeter or unplugging the filament sensor and verifying the status in the LCD.