Make custom columns sortable

woocommerce-sort-custom-columns-orders-page.php

<?php

add_filter( "manage_edit-shop_order_sortable_columns", 'MY_COLUMNS_SORT_FUNCTION' );
function MY_COLUMNS_SORT_FUNCTION( $columns ) 
{
	$custom = array(
			'MY_COLUMN_ID_1'    => 'MY_COLUMN_1_POST_META_ID', 
			'MY_COLUMN_ID_2'    => 'MY_COLUMN_2_POST_META_ID' 
			);
	return wp_parse_args( $custom, $columns );
}