With July 2017 update, we can now finally create multi-select option set in Dynamics 365.
We can also use Existing Global Option Set while defining our Multi Select Option set.
This is how control looks within the form.
Within Advanced Find View
We can use the existing option set client-side methods on Multi Select Option Set.
getSelectedOption() – for new_weekday multiselect option-set with value Thursday and Friday selected –
Hope it helps..