As per your requirement you need to pass multiple values by separating with the Delimiter to sp also you need to make use of function which will split the values based on the delimiter.

Refer the below article link how to create the split function so it will return output as in table format to make it use for your operations.

Insert Comma Separated (Delimited) values in a Table in SQL Server

SQL

/* It just temporary table for test*/
CREATE TABLE #Genders (value VARCHAR(50))

CREATE PROCEDURE Usp_insertgender
    (@gendervalues VARCHAR(MAX))
AS
BEGIN
	/*write the insert stament for table where you want to use the SplitString*/
    INSERT INTO #Genders (value)
    SELECT Item FROM dbo.SplitString(@gendervalues, ',')
END


/*onces you call it will insert both the value to table*/
EXEC Usp_insertgender 'M,F'

/*check the result */
SELECT * FROM #Genders

Output