Datagrid 2 has built-in filters depending on the datatype of the column. For these columns you could use the 'Number filter' and 'Date filter' widget. These are however not predefined lists but input fields where the user has flexibility to choose single value, ranges etc...
Predefined selection lists are only available through the drop-down filter for datatypes like enumerations or captions.
If the standard capabilities of the datagrid filters do not cover your needs, you can always build your own filters using non-persistent entities as page helpers.