We have a feature called custom filtering controls. You will also have to implement a custom IFilterDescriptor that can filter collection properties. For a sample implementation of an IFilterDescriptor (with another purpose of course) you can check out this blog.
Basically, your custom filtering control will have to create your implementation of an IFilterDescriptor that knows how to filter collection properties and add/remove it to RadGridView.FilterDescriptors.
Unfortunately, we don't have any examples for this specific case, but I am sure that after you read the two blogs you will know what to do.
the Telerik team
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Public Issue Tracking
system and vote to affect the priority of the items