Interesting scenario.
If I understand correctly - your picklist values are being generated by the REST model, and you want use these values as the options in a filter on another model. You should look into the “Field from another model” source for filters. Build your filter on the second model and have the values be sourced from the REST model.
Alternatively, you could use the the cross model linked conditions that Pat Vachon proposed.
https://community.skuid.com/t/cross-model-linked-conditions
Cheers.
