The current method of selecting the item to filter forgeinkey column is not useful for a lot of records. It is necessary to enable the filter template customization, or add search/autocomplete to current filter template.
I see, reverted the status based on this comment, Tino.
You can utilize the columns.filterable options for this purpose, Tino. See the comment in this feedback item for more info: http://kendoui-feedback.telerik.com/forums/127393-telerik-kendo-ui-feedback/suggestions/8537761-combine-filter-ui-with-both-multiselect-checkboxes
Kenshin, support ticket quote : "Customizing the filter templates is done through the columns.filterable.ui function. This feature is not supported for columns which have their values option set - foregnKey is such a column."