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postgresql - Use variable set by psql meta-command inside of DO block

Here's what I would like to do:

set values foo,bar,baz

DO $$
DECLARE
    value  TEXT;
    values TEXT[] := string_to_array(:'values', ',');
BEGIN
    FOREACH value IN ARRAY values LOOP
        raise notice 'v: %', value;
    END LOOP;
END $$ LANGUAGE plpgsql;

Which results in the following error:

ERROR:  syntax error at or near ":"
SELECT string_to_array(:'values', ',') INTO values...
                       ^

Here's the solution I have currently, but it feels hacky:

set values foo,bar,baz

PREPARE get_values AS SELECT string_to_array(:'values', ',');

DO $$
DECLARE
    value  TEXT;
    values TEXT[];
BEGIN
    EXECUTE 'EXECUTE get_values' INTO values;

    FOREACH value IN ARRAY values LOOP
        raise notice 'v: %', value;
    END LOOP;
END $$ LANGUAGE plpgsql;
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Answer

DO expects a string literal with plpgsql code. Symbols are not substituted inside strings in psql.
You could concatenate the whole string into a psql variable and then execute it.

Pretty multi-line format is not possible, because (per documentation):

But in any case, the arguments of a meta-command cannot continue beyond the end of the line.

Simple example:

test=# set value foo
test=# set do 'BEGIN
   RAISE NOTICE ''v: %'', ' :'value' ';
END'
test=# DO :'do';
NOTICE:  v: foo

Replace line breaks with (or remove them if you don't care for pretty format). Based on this adapted code:

DO
'
DECLARE
   _val  text;
   _vals text[] := string_to_array(>>values<<, '','');
BEGIN
   FOREACH _val IN ARRAY _vals
   LOOP
     RAISE NOTICE ''v: %'', _val;
   END LOOP;
END
'

It looks like this:

test=# set do 'DECLARE
   _val  text;
   _vals text[] := string_to_array(' :'values' ', '','');
BEGIN
   FOREACH _val IN ARRAY _vals
   LOOP
     RAISE NOTICE ''v: %'', _val;
   END LOOP;
END'
test=# DO :'do';
NOTICE:  v: foo
NOTICE:  v: bar
NOTICE:  v: baz
DO

I added bold emphasis to the variable to make it easier to spot.

Related answer by @Pavel (ab)using a server session variable:

Alternative solutions

Prepared statement

Your current solution doesn't look that bad. I would simplify:

PREPARE get_values AS SELECT * FROM regexp_split_to_table(:'values', ',');

DO
$do$
DECLARE
   _val text;
BEGIN
   FOR _val IN EXECUTE
      'EXECUTE get_values'
   LOOP
      RAISE NOTICE 'v: %', _val;
   END LOOP;
END
$do$;

Temporary table

Similar solution with a temporary table:

CREATE TEMP TABLE tmp AS SELECT * FROM regexp_split_to_table(:'values', ',') v;

DO
$do$
DECLARE
   _val text;
BEGIN
   FOR _val IN
      TABLE tmp
   LOOP
      RAISE NOTICE 'v: %', _val;
   END LOOP;
END
$do$;

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