Тоже столкнулся и не смог сделать.
В самой студии-то значение по умолчанию примерно так =Split("1,2,3,4",",") работает, но как через ссылку не нашел.

Нашел!!!
тынц

Passing SSRS Report Parameters in an URL
There is a lot of discussion on the forums about passing parameters to an SSRS report using an URL however one of the items that you rarely read about is the passing of multi valued parameters in an URL.

To do this, just pass the name/value pair, separated by the ampersand.

For Example: http://server/reportserver?/dir/Report&rs:Command=Render&Parm1=VALUE1&Parm1=VALUE2&Parm1=VALUE3

As long as the parameter Parm1 is set to multi value, and it contains those three values (VALUE1, VALUE2, VALUE3) all three will be selected.

The only exception to this rule is if one of the name/value pairs is a null (Parm1:IsNull=True)
That causes SSRS to ignore the rest of the values passed.

Remember to pass the Value, and not the Label.