Jess,
I already tried with VALUES list, but unfortunately (as you also said) that doesn't work for this scenario, since the WEB API accepts only one value per time. There is a possibility to write code some work on top of the the SPARQL interpreter but that wouldn't be a clean solution that we are looking for.
Anyway, could you post here the optimization that you mentioned using VALUES list?
-> I would like to compare with the way how I am doing it, maybe there is something that can help temporarily.