Попробуйте это:
df = pd.DataFrame({'col1':[['apple','ball','cat'],['cat','donkey'],['elephant','apple','rhino']]}, index=[0,1,2])
my_list = ['ball', 'apple']
pd.Series([[r for r in i if r in my_list] for i in df['col1']])
Вывод:
0 [apple, ball]
1 []
2 [apple]
dtype: object