Step 1 - Participant Role
The participant role you are setting must have the ability to search from parent items turned on in Role Sourcing for that work type.
Modeller > Work Types > Edit work type > Participant Roles > Click the row or the arrow at the end of the row or Actions > Configure
In Role Sourcing set Show related participants on parent sharedos to Yes.

Step 2 - ODS Entity Picker
On the work item, in the ODS Entity Picker Aspect against that role, Can search Related participants must be switched on.
- Modeller > Work Type > Edit > Aspects button > ODS Entity Aspect settings button.
- In Roles, select the role. In the Can Search section, set Related participants (if role sourcing allows) On.