We have the possibility to filter the lookup by related rows

You can filter this lookup column based on a row related to both the current table and this lookup.

Select a relationship from the Related row to current table first, and then select a relationship from the Related row to this lookup's table.

(https://learn.microsoft.com/en-us/dynamics365/customerengagement/on-premises/customize/special-field-properties-legacy?view=op-9-1)

It would be awesome if we could have the same thing on subgrids. Show not all and related records, but also filter them by any lookup value that is present on the form.