I utilize a parameter that is mapped to the desired options I want in my filters and one of these is set to "All" - you can see this in use here - Crow's Nest on the upper right selection for 'space'.
Do you have a large number of options in your multi-select? Do they change over time? You can auto populate the options for a parameter from the values for a field on initial setup. This doesn't work well if the data is being updated with new options though.