The built in Visual Studio is quite limited, but it has a bit more functionality than it first appears.
To filter the test list by a given category, enter the following filter in the search bar of the test runner:
If you instead want to exclude a test category from the list, i.e. show all test which do NOT have the category, prefix the filter with a dash:
These kinds of filters can be combined by simply appending one after another, separated by spaces: