You do not have to comply with police filming unless you have been arrested for an offence. They have no more rights than you to take a photo.
You are allowed to walk away or hide your face if they are filming or photographing.
You can quite happily film them. If you are filming, be careful not to capture or upload footage affecting personal privacy to the internet (there have been incidents where participants in demonstrations have been identified after videos were uploaded to sites like YouTube).
The police have no power to delete any of your images or videos, and can only view it in very limited circumstances.
Beware that the police may be hoping to arrest you if you have sensitive footage. Resist and report attempts to inspect, confiscate or delete material, taking police shoulder numbers and senior officers’ details.
The police cannot legally confiscate your camera without arresting you, and for that they must have a reasonable suspicion that you have committed a crime.