If you enter an empty string in the filter editor it should translate it to null. Then if you select the IsNotEqualTo operator from the filter operator combo this will produce the expression:
Member IsNotEqualTo null
which I guess is what you want. It should return all items which have a value different from null.
You can controls the available filter operators through the FilterOperatorsLoading event.
You can create a custom filter editor if you need to by following this help topic and looking at this online example.
I hope this helps.
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