I think that this is the most complete discussion we have had about that (myself & Robert_Ensinger dug into this a fair bit a while ago, but no conclusive answer was found ; apart from "it depends" and "sometimes" ).
Rob raised an idea ; Multi-Select Parameters in NSQL which we don't think ever got properly resolved by CA (they said "delivered", we disagreed).
So ; I think you are stuck at "it depends" and "sometimes" - in that certain circumstances of portlet-style you can get this to work, and others you can not (read that first thread in detail to work out which is which). I think your scenario GregPaisley62353433 is one that does not work though , in that (I assume) you will be using a PARAM filter field and some sort of routine/clever-SQL to construct a single concatenated field from a list of records.
Would be happy to be proved wrong, I but don't think you can do what I think you want to do - some re-engineering of the 'functionality' is perhaps required?