For example in the following demo:
If I first filter "38" by "Size" and then open the second filter menu "Product Name", I see all the product names in the pop-up, not only the previously filtered by "Size" names. I want to see in the second filter pop-up only the filtered names by "Size".
It will be nice to have this grid filter out-of-box, so you don't have to scroll to unwanted values not part of the first filter.
As a possible workaround, you can use the Filter Menu Template:
It allows you to change the data for the filter menu.