This is definitely on our list to add to the product. Aldough, it is not planned for the Q1 release.

On what type of columns do you miss this kind of filtering the most?

Pity, our customer is holding back on Universal because this excel style filtering isn't working.
I was assuming that it already worked because during technical presentations I was told that everything the WindowsGUI can do is now available in Universal but apperently that was a bit optimistic :(

Is it an option to add a inline filter-form above the grid for filtering the most important columns?

​@Alban_T Could you clarify for which particular Control types you need the Excel-style filtering most urgently?

The most significant one that I couldn't solve is filtering like an IN-clause.
For example a table with logging and I want to show the records for e.g. 2 users.
With a properly setup filter I can filter on user = “piet” or user = “jan” but not for user IN("jan”,”piet”)
Something like this:
 

Sounds like a great idea! We are encountering a similar problem right now.

Most columns where we would like to see this kind of filtering have a reference to another table and this is supported already, but we would love to see it for plain NVARCHAR() columns as well (and maybe other data types as well).

I’m also wondering whether it is possible to add this kind of filtering to the filter form and the advanced filters which can be saved as user preferences?