Sorting Authors on Sidebar

Hi, I’m new to wordpress, and I was wondering if someone could help me set up a sidebar menu that would work like this.
Suppose I am looking for posts by John Smith.

I click “Authors by Surname”
On the dropdown menu that appears, I click “S”
On the dropdown menu that appears, I click “John Smith”
This shows me all posts by John Smith

It would look like if I did the above steps:

Authors by Surname
>S
>>Robert Smiley
>>John Smith
>>Alice Stanford