Hello!
I created this idea as result of this post:
Basically, what we suggest is that there should be an option to specify the lookup control for grid filters, we received feedback from users about this and since that can be changed for form/tasks, will be nice to have it also in here.
Regarding performance mentioned in the post, one solution can be to have the sort defined and then pick top 100 for example and if you don't have what you want there to still be able to type and search it.
