Create a new worksheet.
Put your dimension on rows.
In the view you should now have a table with your dimension name as a header and the list of values underneath.
Hold "Ctrl" and left click the values you want to keep to keep (so everything apart from "A").
Hover your mouse over the highlighted value names, a menu should appear.
You will see "Keep Only", "Expand", a paperclip icon & two intersecting circles at the top of this menu.
Click on the two intersecting circles and choose "Create set" .
Call your set whatever you wish.
Now you should see your set appear in the "Set" menu in the Data pane on the left.
Drag that to the filter menu, and now you should have your customised list of filters.
Apologies for the delay...your answer did help me for what I was looking for...