How to remove 'All' options from a Tableau filter?

On the filter control, click the dropdown arrow in its heading, choose Customize, and untick Show "All" Value.

The option is a display setting rather than a filter change — the values themselves are unaffected, and ticking it again restores the entry.

The usual reason to remove it is a dashboard where selecting everything is meaningless or slow, and you would rather force a deliberate choice. Pairing it with a single-value list and a sensible default is the cleanest way to do that.