Sure they file the motion with the Court that has jurisdiction of their case. However, I'd have to see documentation that a judge can rule on a motion aimed at his disqualification. I don't believe such documentation exists--I do believe that another judge would be called to make such a decision.
One files to recuse a judge with the judge.
Federally:
http://www.fjc.gov/public/pdf.nsf/lookup/judicialdq.pdf/$file/judicialdq.pdf
4. Evaluation of motion by merits judge
In a statutory scheme so committed to the appearance of impartial jus- tice that it requires disqualification whenever a judge’s impartiality “might reasonably be questioned,” it is curious that the task of decid- ing whether a judge is (or appears to be) too biased or conflicted to decide a matter fairly is left to the judge who is allegedly too biased or conflicted to decide the matter fairly. But given the presumption of im- partiality to which a judge is entitled, and the inefficiency of calling upon a second judge to resolve a preliminary motion, the conventional practice in federal courts has been for disqualification motions to be decided by the judge whose disqualification is sought.
The First Circuit observed that “[a]lthough a trial judge faced with a § 455(a) disqualification motion may, in her discretion, leave the mo- tion to a different judge, no reported case or accepted principle of lawcompels her to do so . . . .”400 The weight of authority indicates that it is proper, indeed the norm, for the challenged judge to rule on a dis- qualification motion pursuant to § 455.401 Because § 455 contains no provision concerning the transfer of disqualification motions to an- other judge, a district judge in the Southern District of Illinois ruled that the motion to disqualify “must be decided by the judge whose dis- qualification is sought.”402
