Formula.Firewall issue: Passing query based parameter into a query

I have a list of countries in a database.

This list is populated from a sql query.

I then make this list into a parameter.

I then use this parameter in teh WHERE clause of another filter. I now get the error:

Formula.Firewall: Query 'Q1' (step 'Source') references other queries or steps, so it may not directly access a data source. Please rebuild this data combination.

Its basically not letting me use a parameter based on a query, as a filter in another query.

is there any way around this besides hardcoding the list of parameter values?