Prefilter dimension for Excel pivot table

Hello.

I have a cube with very large dimension (over 3 million members), but I need show only significant members (with [Measures].[Count] > 1000) in Excel pivot table. Using of all members is very slow.

I can use computed set (like Filter([dim].[atr].members, [Measures].[Count]>1000)), but if I use this set in Excel pivot table, I can't filter members of this set, like I can filter members of whole dimension.

Is there any way to prefilter dimension members before they are used in excel pivot table?

Ondra