Try making a Parameter that is a Data Type String/List and add the values from Field. Then make a calculated field like the following:
IF [Measure] = [Parameter with Measure Values] THEN [Measure] ELSE "Everything Else" END
At least from Tableau 9 the limitations to this would be you can only have the user select one value at a time. The parameter will need to be refreshed if new values are added to your dimension.