Hi counterkin,

Use Contains method of Array.

Refer below sample.

HTML

<asp:CheckBoxList ID="CBL_gender" runat="server">
    <asp:ListItem>women</asp:ListItem>
    <asp:ListItem>men</asp:ListItem>
    <asp:ListItem>other</asp:ListItem>
</asp:CheckBoxList>

Code

Protected Sub Page_Load(sender As Object, e As EventArgs) Handles Me.Load
    If Not Me.IsPostBack Then
        Dim gender As String = "women+men"
        Dim genders As String() = gender.ToUpper().Split("+")
        For Each item As ListItem In CBL_gender.Items
            If genders.Contains(item.Text.ToUpper()) Then
                item.Selected = True
            End If
        Next
    End If
End Sub

Screenshot