1) Can I issue subsequent SELECT statements into the same cursor and display the results into the same grid?

2) Am I missing something to make this work?

3) If I have to use SET FILTER instead of SELECT, do they both use the same wildcards?
SET FILTER can display all data including those that are buffered while SELECT does not, because the latter takes only data that are physically stored on the table (same thing with UPDATE WHERE, DELETE FROM statements). To a certain degree, SET FILTER and SELECT provides the same output using identical filter conditions ofcourse, but that depends on the case as I mentioned

The best solution to the above problem is by using Views so that you can requery and place it in a grid. Besides, using VIEWS takes advantage of the Client/Server capability of VFP. It is faster and easier to maintain. In fact, we rarely use Set Filter as of todate due to speed concerns.