It depends on the widget you intend to use for display.
Given that ListBox has no notion of "value" other than a bare String, I'd rather go with CellList or CellTable (but if Strings are OK, then just use a ListBox).
The easiest would then be to use a LeafValueEditor<Set<MyValue>> wrapping the SelectionModel; similar actually to the ValuePicker.
We've actually implemented just that a few days ago in a proto.