Based on the answer for https://stackoverflow.com/questions/7597448/multi-select-filter-in-layered-navigation#24810688, I need to override
Mage_Catalog_Model_Resource_Product_Indexer_Eav_Source
Here's the xml I've tried:
<models>
<catalog_resource>
<rewrite>
<product_indexer_eav_source>CompanyName_MyModule_Model_Catalog_Resource_Product_Indexer_Eav_Source</product_indexer_eav_source>
</rewrite>
</catalog_resource>
</models>
But it has no effect. Any ideas?