How can I load and feed data from multiple excel/csv sheets into the mutliselect function?

I would combine all the Excel file data up-front (cacheing it) and then dynamically generate the filter values from the distinct data column values. This has the advantage that the filter values being displayed are then specific to the selections being made (i.e. cross-filtering). I do something like this in the st app I released here. It’s also advisable due to the execution model of st apps, to put settings like this in the sidebar, to help preserve filter selections between reruns of the app script.