Using Commerce, how do I create a filterable view of "Who Bought What"?
Use Views! I guess you saw that coming, right? If you're in need of great examples, check out the default Views shipped with the Commerce Reports module.

In your case, I'd create a View using Commerce Order as the base entity. I'd filter it by order state or status so you only show completed orders. I'd then add relationships to the user table and to the line item table. Through the line item table, I'd add a relationship to referenced products. This will get you all the data you need in your query, and you can then add display fields pertaining to the user / order / line item info and filter based on the SKU / title of the product. You'll probably need some sort of aggregation to group multiple purchases of the same product by the same user.

That is by no means a complete recipe, but it's basically the only way you're going to solve this short of coding a custom interface and doing it all through EntityFieldQuery.