Similar answer to Mick's but puts the operations into extensions and fixes/cleans up the extra space character (from the split).
Also as a bonus if the enum has a _ in it, the code changes it to a space.
public static class EnumExtensions
{  
    // Take anded flag enum and extract the cleaned string values.
    public static List<string> ToComparableStrings(this Enum eNum)
        =>  eNum.ToString()
                .Split(',')
                .Select(str => str.ToCleanString())
                .ToList();
    // Take an individual enum and report the textual value.
    public static string ToComparableString(this Enum eNum)
        => eNum.ToString()
               .ToCleanString();
    // Remove any spaces due to split and if `_` found change it to space.
    public static string ToCleanString(this string str)
        => str.Replace(" ", string.Empty)
              .Replace('_', ' ');
}
Usage
var single   = PivotFilter.Dollars_Only;
var multiple = PivotFilter.Dollars_Only | PivotFilter.Non_Productive;
                                // These calls return:
single.ToComparableString()     // "Dollars Only"
multiple.ToComparableString()   // "Non Productive,Dollars Only"
multiple.ToComparableStrings()  // List<string>() { "Non Productive", "Dollars Only" }
Enum for Usage
[Flags]
// Define other methods, classes and namespaces here
public enum PivotFilter
{
    Agency = 1,
    Regular = 2,
    Overtime = 4,
    Non_Productive = 8,
    Dollars_Only = 16,
    Ignore = 32
}