Feature ask: support in memory filtering after ODataQueryOptions.ApplyTo()

I want to follow up on this very old ticket: https://github.com/OData/WebApi/issues/521

This issue was raised in 2015, and the same limitation seems still exist in the Odata.ApplyTo(). I am wondering is there a better solution than You can do this to check for a $select wrapper, get a Dictionary of key,values and then map it your model. at this moment?

Similar to the original question, I am trying to perform in memory filtering of a query, after it has been retrieved from the downstream API, and before returning it to the client.

Using ODataQueryOptions.ApplyTo(...) I can let OData do all it's query magic on the in-memory data. However if $expand or $select has been supplied, the returned IQueryable contains not the entities themselves, but SelectExpandWrapper objects. Which it is impossible to extract the original entity from.

Ideally I would like to be able to do something like this in a controller action

public IQueryable<Entity> GetFeed(ODataQueryOptions<Entity> opts)
{
    IQueryable<Entity> result = opts.ApplyTo(<IEnumerable>.AsQueryable<Entity>())

    foreach (var item in result)
    {
        // perform extra filtering here
    }
    return result;
}

Expected result

Any suggestions will be very helpful.

Start at ODataQueryOptions.ApplyTo(...) and trace how $select and $expand produce SelectExpandWrapper results for in-memory IQueryable data. Compare this behavior with the earlier issue linked in the description; done means a supported way to apply additional in-memory filtering while preserving the requested OData projection behavior.