1. Create a new student query
  2. Filter on Grades, Grades\Skills, Course ID (or Course Name) one of [selected courses] or equals to and select a specific course
  3. Also under Grades, Grades\Skills, expand Grades
  4. Select the Grade field and select Not Blank as the operator
  5. On the Output fields, select the fields to include in the results
  6. Run the query