Marketing list->Manage Members->Add using Advanced Find allows you to find and add members based on related entities, including custom entities. However, if you use a custom label for the relationship (Settings->Customize the System->Contact->1:N Relationships->Navigation Pane Item for Primary Entity->Display Option->Use Custom Label) the related entity will no longer show in Advanced Find as a related entity. If you change the Display Option on the relationship to "Use Plural Name" or "Do Not Display" the related entity will appear.