Filtering in the report is probably OK, if that filter only removes a smaller set. But if the filter removes one million rows of one million two hundred, that's really bad.

And I don't see why you would filter in the report. The best would be if SSRS would permit you to use a table-valued parameter, but maybe it can't. (I'm completely ignorant about SSRS.) But else if it gives you a comma-separated list, send that to the procedure and crack into table format; there are several links for this in the thread already.