How to add custom filters to datagrid?

I'm using the MudDataGrid component:

I'm trying to add a custom filter that lets you select from a list of items using checkboxes to filter by that column. It would work exactly the same as what you see here (click button in column header): https://blazor.syncfusion.com/demos/datagrid/checkbox-filter/

I haven't been able to find any examples of something like this using the MudDataGrid component. The component already provides a "Filter" button on each column, I just cant figure out how to control what pops up when you hit that button. Any help at all would be much appreciated!