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Field extraction using dynamic regular expression - rex command


I am trying to extract key value pairs from JSON events using rex command

mysearch | rex field=_raw max_match=0 "\"(?<Key>\b\w+[^\":]*)\":(?!\s*{\[)\"*(?<Value>(?!\[{|{|\[)[^(,|}|\")]*)" 

I have a single column CSV lookup with all the key names I am interested in

| inputlookup my_fields_json.csv | fields FieldName 

Is there a way to use the lookup to make my rex command regular expression dynamic so I only extract the fields I am interested in?

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