Slicer to filter table before UNION

// First, you have to create
// the RIGHT union:

[Values] = // calculated table
UNION(
    SELECTCOLUMNS(
        Letters,
        "Value",
            Letters[Letter],
        "Table",
            "Letters"
    ),
    SELECTCOLUMNS(
        Numbers,
        "Value",
            // Since the column in the first
            // table is text, all the numbers
            // must be turned into text as well,
            // hence the suffix >>& ""<<.
            Numbers[Number] & "",
        "Table",
            "Numbers"
    )
)

// The column 'Values'[Table] MUST
// be hidden. It'll only be used
// by the filtering measure below.
// There should be *NO* relationship
// from any of the original tables
// to the one above.

// To the table Numbers add a hidden column
// called NumberAsText. This will help later
// with the filtering measure. The definition
// of the column is:
[NumberAsText] = Numbers[Number] & ""
    

// This is the filtering measure that you'll
// use in the visual's Filtering Pane and
// you'll only show the rows where the measure
// returns 1.
[Should Show Row?] =
IF( ISINSCOPE( 'Values'[Value] ),
    
    var vCurrentValue = SELECTEDVALUE( 'Values'[Value] )
    var vCurrentValueTable = SELECTEDVALUE( 'Values'[Table] )
    return
    SWITCH( TRUE(),

        // Selections made from both tables
        ISFILTERED( Letters ) && ISFILTERED( Numbers ),
            var vLetters = DISTINCT( Letters[Letter] )
            var vNumbers = DISTINCT( Numbers[NumberAsText] )
            var vShouldKeepRowVisible =
                or(
                    vCurrentValue in vLetters,
                    vCurrentValue in vNumbers
                )
            var vResult = int( vShouldKeepRowVisible )
            RETURN
                vResult,
        
        // Selection made from Letters only
        ISFILTERED( Letters ),
            var vLetters = DISTINCT( Letters[Letter] )
            var vShouldKeepRowVisible =
                or(
                    vCurrentValue in vLetters,
                    vCurrentValueTable = "Numbers"
                )
            var vResult = int( vShouldKeepRowVisible )
            return
                vResult,
        
        // Selection made from Numbers only
        ISFILTERED( Numbers ),
            var vNumbers = DISTINCT( Numbers[NumberAsText] )
            var vShouldKeepRowVisible =
                or(
                    vCurrentValue in vNumbers,
                    vCurrentValueTable = "Letters"
                )
            var vResult = int( vShouldKeepRowVisible )
            return
                vResult,

        // If nothing is filtered... show everything.
        1
    )
)