adomdserver.context - any way to resolve excel-like subquerys?

When selecting multiple members from a hierarchy used in an excel pivot table filter, the resulting mdx query can look like this:

SELECT  FROM (
  SELECT (
    {[Product].[Product Categories].[Category].&[3],[Product].[Product Categories].[Category].&[1]}
  ) ON COLUMNS
  FROM [Adventure Works]
) WHERE ([Measures].[TestMeasure])