The Load* methods already do this internally (sort-of), but allow explicitly creating Where expressions that use a sub-select to get the IDs, instead of the Sql.In() utility. Or possibly reworking Sql.In to support a Select with a single column.

Something like this:
var customers = Db.From<Customers>().Where( ... my complex expression ... ).Select("Id");

var orders = Db.Select<Orders>(q => Sql.In(q.CustomerId, customers);