Problem 38: What is the largest 1 to 9 pandigital that can be formed by multiplying a fixed number by 1, 2, 3, ... ?

Wow, interesting - tough!  And I finally found Seq.choose (I was looking for Seq.pickAll).

let problem38a =
    let isPosPd (nstr:string) = //we know our chars are digits
        let len = nstr |> Seq.length
        len = 9 
        && (nstr.Contains("0") |> not) 
        && len = (nstr |> Seq.distinct |> Seq.length)
    
    let tryFind n =
        let rec loop i =
            let prodConcats = (seq {for j in 1..i -> n*j |> string }) |> Seq.fold (+) ""
            if isPosPd prodConcats then Some(prodConcats |> int)
            elif i < 9 then loop (i+1)
            else None
        loop 2 //start with 2 since n > 1
        
    {1..9999} //since n > 1, 9999 is clearly an upper limit
    |> PSeq.choose tryFind
    |> PSeq.max