Not an expert (yet) but I would say: No
The searches seems to all be within a BO, so make a cross referenced search is not possible right now.
I might be wrong but I looked into it and couldn't find a way
You can show a dashboard part which looks at My Items - we have one which looks at Unassigned for a team called Powered Access. The dashboard part logic looks like this:
Whilst the search looks like this:
This works quite well but you have to bear in mind that only certain details from the parent objects are pulled into My Items so you will be more limited in what you can display on the grid list.
This looks good but I have a question: How did you get to the "FRS_MyItem#" in order to create that filter?