You can use the function for this INLIST. This feature exists for compatibility with Visual FoxPro. It will look like this:
Filter := 'InList(FieldName, 1, 2, 3)';
However, I do not believe that it is currently optimized to use the index. Therefore, if the table is very large, it will be much more efficient to use the version of the filter FieldName = 1 OR FieldName = 2 ....