Systems Management

I don't think that kind of filtering is available in the wizard.  The query below should get you started.

SELECT 
    *
FROM
    HD_TICKET
        JOIN
    ORG1.HD_TICKET_CHANGE ON HD_TICKET.ID = HD_TICKET_CHANGE.HD_TICKET_ID
WHERE
    HD_TICKET_CHANGE.DESCRIPTION LIKE '%Changed ticket Owner from%'
        AND HD_TICKET_CHANGE.TIMESTAMP > DATE_SUB(NOW(), INTERVAL 30 DAY)
ORDER BY HD_TICKET_CHANGE.TIMESTAMP DESC;

That will capture all assignment changes, including the initial assignment.  If you want to exclude the initial assignment, try this query instead.

SELECT 
    *
FROM
    HD_TICKET
        JOIN
    ORG1.HD_TICKET_CHANGE ON HD_TICKET.ID = HD_TICKET_CHANGE.HD_TICKET_ID
WHERE
    (HD_TICKET_CHANGE.DESCRIPTION LIKE '%Changed ticket Owner from%'
        AND HD_TICKET_CHANGE.DESCRIPTION NOT LIKE '%Changed ticket Owner from "Unassigned" to%')
        AND HD_TICKET_CHANGE.TIMESTAMP > DATE_SUB(NOW(), INTERVAL 30 DAY)
ORDER BY HD_TICKET_CHANGE.TIMESTAMP DESC;

Based on the error - SELECT command denied to user 'R4'@'localhost' - the R4 user may not have permissions.  Try a simple "select * from HD_Ticket;" then "select * from HD_TICKET_CHANGE;".  If both of those are successful, the account should have the correct permissions. 

Also, in my instance, everything is under ORG1 as we only have a single organization configured.  Things may be under a different schema in your instance, especially if you have multiple organizations configured.