How to create appropriate user flow for multiple choice pop up modal windows belonging to side filter bar?

currently, I'm redesigning a data-driven platform with a side filter bar. Every filter opens a pop-up window with filtering choices. To apply filter user has to click the "apply filter" button - implemented on the bottom of the side filter bar(we might change it in the future but for now as I discussed with developers we aren't able to implement dynamic filtering which would not require "apply filter" button due to the fact that database is too huge to implement it dynamically). My question is - when the user chooses to filter options on the pop-up window he can't close the window(unless he clicks outside the window) or he doesn't have any component which would confirm his changes before he clicks the apply filter button. Do you have any suggestions on how I would be able to improve this user flow? I think it seems not user-friendly that when the user chooses few options the window doesn't close - the user clicks outside of pop up to close it and I just wonder how to improve it. What is important to remember the user still has to click the apply filter button at the end to apply filters...Any suggestions on how to improve it?