Add filtering by custom taxonomies to a post type. Note when registering the custom taxonomies 'query_var' should not be set to false. If so, this function won't work,

wordpress-filter-custom-post-types-by-custom-taxonomies.php

/**
  * Add taxonomy filtering to custom post types
  *
  * Original example for one post type, https://generatewp.com/filtering-posts-by-taxonomies-in-the-dashboard/ 
  *
  */
function filter_cpt_by_taxonomies( $post_type, $which ) {
  // Affected post types
  $post_types = array(
    'my_post_type',
    'my_another_post_type'
  );
	// Apply this only on a specific post type
	if ( ! in_array( $post_type, $post_types ) ) {
    return;
  }
  // Get associated taxonomies names
  $taxonomies = get_object_taxonomies( $post_type, 'object' );
  // Bail early
  if ( ! $taxonomies ) {
    return;
  }
  // Loop taxonomies
  foreach ( $taxonomies as $taxonomy  ) {
		// Retrieve taxonomy terms
		$terms = get_terms( $taxonomy->name );
    // Bail early
    if ( ! $terms || is_wp_error( $terms ) ) {
      continue;
    }
		// Display filter HTML
		echo "<select name='{$taxonomy->name}' id='{$taxonomy->name}' class='postform'>";
		echo '<option value="">' . sprintf( esc_html__( 'Show All %s', 'textdomain' ), $taxonomy->label ) . '</option>';
		foreach ( $terms as $term ) {
			printf(
				'<option value="%1$s" %2$s>%3$s (%4$s)</option>',
				$term->slug,
				( ( isset( $_GET[$taxonomy->name] ) && ( $_GET[$taxonomy->name] == $term->slug ) ) ? ' selected="selected"' : '' ),
				$term->name,
				$term->count
			);
		}
		echo '</select>';
	}
}
add_action( 'restrict_manage_posts', 'filter_cpt_by_taxonomies' , 10, 2);

@andretti1977 That's actually a good question. I didn't think about that when writing the gist, but I now added couple of checks to the code. I also realized the foreach loop was totally unnecessary.