Regarding the Blazor DataGrid filter dialog (v23.1.36), I was not able to navigate to the checkboxes with a keyboard in order to check/uncheck them
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I tested via your DataGrid Overview demo. I opened the filter dialog for the Designation column. I started from the Search field, and then tried to use the TAB key to get to the checkboxes, but was unsuccessful. Instead, it skips down to the Filter button. I have attached a screenshot of this dialog.
For example, it is true that I can filter the designation in the search dialog to just "Developer" and "Designer" by typing the letter "d" and pressing enter. However, I could not figure out a way to add a third group to that applied filters list if it starts with a different letter, like "CFO". So I could not filter by "Developer" and "Designer" and "CFO" at once with just the keyboard.
Unless there is a way to accomplish everything without the checkboxes, I believe this could be an accessibility issue under WCAG 2.1.1: https://www.w3.org/WAI/WCAG21/Understanding/keyboard.html