The good news is that Tableau has committed to making Tableau's web editing feature equivalent to Tableau Desktop in 2017. The bad news is that it's not 2017 quite yet and we don't know when parameter editing will land as a feature.
The only workaround I can think of would be to use a Tableau data blend to enable to the sort, this is a variation on Creating a Dynamic “Parameter” with a Tableau Data Blend | Drawing with Numbers and you'd need to build out a custom calculated field to put as a discrete field on Columns or Rows to get the sort since you can't do a pill sort based on a secondary source. If you have questions about how to do that let me know and I can set up an example.
It's now almost 2019 and the parameters are still not supported in Tableau Online
My name is Kevin Mason, and I'm the current Product Manager for Web Authoring at Tableau.
I'm excited to share that Parameters on the Web will be in 2019.2! You can try them out in the 2019.2 Beta today.
Feel free to reach out to me directly for any feedback on web authoring in general - I would love to hear what you need so we can prioritize our work accordingly.
Thanks for your response. Is there a date associated with the 19.2 release yet?
I'm eagerly looking forward to new features in Tableau Online. I keep reading in so many discussions and forum about rich features available in the Desktop version, but am not able to make use of those due to the many limitations in Tableau Online.