views exposed filter to have dropdown of entity reference in cutstom entity
As Berdir said, as long as https://www.drupal.org/node/2429699 is not ready, you need to provide your own Views Filter plugin.

I created this plugin, based on TaxonomyIndexTid, for Nodes, see https://gist.github.com/StryKaizer/ae1cb9abc4844a9e7ac12317a9d84a78

You need to place this file in a custom module at yourmodule/src/Plugin/views/filter/NodeIndexNid.php, and also implement hook_views_data_alter in your yourmodule.module file, like this:

/**
 * Implements hook_field_views_data_alter().
 *
 * Views integration for entity reference fields which reference nodes.
 * Adds a term relationship to the default field data.
 *
 * @see views_field_default_views_data()
 */
function yourmodule_field_views_data_alter(array &amp;$data, FieldStorageConfigInterface $field_storage) {
  if ($field_storage-&gt;getType() == 'entity_reference' &amp;&amp; $field_storage-&gt;getSetting('target_type') == 'node') {
    foreach ($data as $table_name =&gt; $table_data) {
      foreach ($table_data as $field_name =&gt; $field_data) {
        if (isset($field_data['filter']) &amp;&amp; $field_name != 'delta') {
          $data[$table_name][$field_name]['filter']['id'] = 'node_index_nid';
        }
      }
    }
  }
}