Would it at all be possible to show the current applied filter parameter as a descriptive string appended to the main title in the title bar
i.e.
"Customer - [ Field1 = 'ABC' and Field2 = 'CDE' ]"
Can't find an event that could be hooked onto once a filter is applied?
Try hooking into the afterShowSearch event, where you would update the grid header. From the docs:
This event fires (if defined) every time after the search dialog is shown