Sending an array of values to Oracle procedure to use in WHERE IN clause

One way could be to use a VARRAY for the PARAM_THAT_WILL_BE _USED_INSIDE_WHERE_IN
parameter and use it as described here
I’m not sure, though, how to call it from c#.

Another way is to use varchar2 with a csv as you stated in your question but without dynamic sql, like this:

CREATE PROCEDURE MY_TEST_PROC(
  CUR OUT SYS_REFCURSOR,
  PARAM_THAT_WILL_BE varchar2)
AS
BEGIN
  OPEN CUR FOR 
    SELECT * 
      FROM MY_TABLE 
     WHERE COL1 IN (
        select regexp_substr(PARAM_THAT_WILL_BE, '[^,]+',1,level) p
          from dual t
       connect by level <= regexp_count(PARAM_THAT_WILL_BE, ',') + 1
)
END;