Customize filter query ui grid

I’m trying to customize the query being executed by magento 2 when filtering in the Admin grid. Assuming I have a simple table and the query executed is

select * from main_table

Now when I try to apply filter magento runs something like this

select * from main_table where main_table.created_at = 'the_date_selected'

but I want to modify this behavior. Instead of running it like above I want to output something like this

select * from main_table where main_table.created_at in (select create_at from table_2 where created_at = 'the_date_selected')

Now I don’t know how to achieve this. I created a _initselect to modify the first load of the UI Grid result. But the problem is when I try to filter it. I have a code something like below

protected function _initSelect()
{
    parent::_initSelect();

    $this->getSelect()
    ->reset(Zend_Db_Select::COLUMNS)
    ->columns([
        'entity_id', 
        'name', 
        'sku'
    ])
    ->where('entity_id NOT IN (select product_id from sales_order_item)');
}

As you can see I want to insert the value of the filters inside the subquery select product_id from sales_order_item instead from the main query.

How do I do this in Magento 2?