What you could do here is use a user hierarchy.
https://www.dundas.com/support/learning/documentation/analyze-data/how-to/how-to-create-a-custom-user-hierarchy
You can base the user hierarchy off the dimension table directly from your data connector (drag the table from your connector onto the hierarchy designer canvas), and then you can go into your data cube and on process result, promote the appropriate dimension to the user hierarchy created.
https://www.dundas.com/Support/learning/documentation/cleanse-consolidate-modify-data/transforms/output/process-result#h1-2-1-replace-with-a-hierarchy
Then at the dashboard level, connect the filter to this hierarchy on your metric set. As such, whenever the filter needs to populate its members, it will source the members from the source powering the user hierarchy, which in this case is obviously just the lone dimension table, which saves on processing power.