The multi value control works fine with Global Lists as long as you set expanditems="true":
<FIELD name="CustomersGL" refname="TfsWitExtensions.CustomersGL" type="String" reportable="dimension">
<HELPTEXT>List of customers from a global list</HELPTEXT>
<SUGGESTEDVALUES expanditems="true" filteritems="excludegroups">
<GLOBALLIST name="WitCustomControls - Customers" />
</SUGGESTEDVALUES>
</FIELD>
Mathias