The Dataset itself doesn't have any blank values, I am referring to the 'Allow blank values" checkbox in parameter settings.

Not that I want to contradict you, but if your parameter displays blank values, it does mean that the field that feeds your parameter values have some blank values in it... And your field comes from a dataset, unless you have manually entered the values for your parameter. Which means you can simply change the blank values for anything else manually.

I have a multi-select parameter which allows 'Blank' values. When we display the selected parameters in the report results, parameters which had Blank selected show ( ,Value1,Value2,etc...). Does anyone have a way of showing something like the word 'Blank' in the output vs the empty value? Can this be done using the expression editor in some way?

In your dataset feeding your parameter add a case on the field. CASE YourField WHEN '' THEN 'BLANK' ELSE Yourfield END Then, when you treat your dataset, just use the same logic on 'BLANK' then on a '' value Here is the Case syntax on MSDN! http://msdn.microsoft.com/en-us/library/ms181765.aspx