using System;

using System.Collections.Generic;

using System.Linq;

public class Foo

{

    public string MyDate { get; set; }

    public override string ToString()

    {

        return MyDate.ToString();

    }

}

​

public class Program

{

    public static void Main()

    {

        var allObjects = new List<Foo>

        {

            new Foo { MyDate = "3/10/18" },

            new Foo { MyDate = "3/11/18" },

            new Foo { MyDate = "3/12/18" },

            new Foo { MyDate = "3/13/18" },

            new Foo { MyDate = "3/14/18" }

        };

        var valuesToRemove = new DayOfWeek[]

        { 

            DayOfWeek.Saturday, DayOfWeek.Sunday 

        };

        var list = allObjects.Where

        ( 

            x => Array.IndexOf

            (

                valuesToRemove, 

                Convert.ToDateTime(x.MyDate).DayOfWeek

            ) == -1

        );

        Console.WriteLine(string.Join("\r\n", list));

    }

}