TM1 Forum

What I would suggest is a MDX parameter for the SUBNM function, the way it is implemented as an optional parameter within the TM1RPTROW function.
That would be a very powerful possibility to circumvent dynamic subsets and would allow for easy user-/data-specific frontend interaction, too.

This would easily enable a bunch of nice features such as an user-specific pre-selection of elements having data(, if there is no dimension security in place).

Or is there any possibility to do that with picklists?

This would be a great feature but it would be much more likely to be implemented as a new formula (and much more logically too.) The whole purpose of the SubNm formula is to call members of a subset so I can't see that this would be changed. Still a great idea though. Maybe MDXSetNm?
MDXSetNm("server:dimension","MDX",Index, [Alias])