…or call this instead:
Sub blah(myRng)
For Each cll In myRng
cll.value = Evaluate("TEXTJOIN(CHAR(10),TRUE,""•"" & SORT(TEXTSPLIT(" & cll.Address(external:=True) & ",,CHAR(10),TRUE)))")
'or, to treat lines which have only space characters as totally blank lines:
'cll.value =...