Filter admin column in list view with a custom taxonomy

filter_admin_column_by_taxonomy.php

<?php

add_action( 'restrict_manage_posts' , 'filter_taxonomy_columns' );
/**
 * Allow admin to filter CPT by custom taxonomies in CPT list view
 *
 * @author Florian Tiar
 */
function filter_taxonomy_columns( $post_type ) {
	if ( 'my_cpt' !== $post_type ) {
		return;
	}

	// create an array of taxonomy slugs you want to filter by - if you want to retrieve all taxonomies, could use get_taxonomies() to build the list
	$filters = array( 'my_taxo1', 'my_taxo2' );

	foreach ( $filters as $tax_slug ) {

		// retrieve the taxonomy object
		$tax_obj  = get_taxonomy( $tax_slug );
		$tax_name = $tax_obj->labels->name;

		$post_formats_args = array(
			'show_option_all' => 'All ' . $tax_name,
			'orderby'         => 'NAME',
			'order'           => 'ASC',
			'name'            => $tax_slug,
			'taxonomy'        => $tax_slug,
			'id'              => $tax_slug,
			'value_field'     => 'slug',
		);

		//if we have a post format already selected, ensure that its value is set to be selected
		if ( isset( $_GET[ $tax_slug ] ) ) {
			$post_formats_args['selected'] = sanitize_text_field( $_GET[ $tax_slug ] );
		}

		wp_dropdown_categories( $post_formats_args );
	}
}