I was hoping to see some way to find COD order from the order panel, at the moment there is no way in the order panel to find out if there is a COD order placed. I have two suggestions.
1. When COD order is placed make the Order status as Processing and Payment status as pending.
Something like this as suggested by one of your team member..
if (order.PaymentStatus == PaymentStatus.Pending && order.PaymentMethodSystemName == "Payments.CashOnDelivery")
SetOrderStatus(order, OrderStatus.Processing, false);
2. Add Payment Method filter along with other filters.
I prefer and recommend 1st option though.
Thanks