This is the the code I found to achieve what I was looking for :
Dim lstItems = dbConnection.Prospects.Where(Function(x) ids.Contains(x.ProspectId))
Dim lstProspect = dbConnection.Prospects.Where(If(String.IsNullOrWhiteSpace(SearchFilters.Value),
"ProspectId > 0", SearchFilters.Value).ToString).Except(lstItems)
Hope this can help anyone struggling with that problem.