I need a workaround of how to drillthrough into multiple cells
simultaneously. Drillthrough does not support calculated members or
sets, so I cannot go that route. Here is an analogous example in the
Foodmart database:

WITH MEMBER Time.myRange AS
'SUM([Time].[1997].[Q1].[2]:[Time].[1998].[Q3].[9])'
select
measures.members on columns,
[Product].[Product Subcategory].members on rows
from sales
where
Time.myRange

I want to be able to drill into that result set. The Time range is
totally dynamic and can contain hundres of members, so manully
stringing the individual results is not an acceptable solution. Also,
I prefer not to have to write a SQL query that goes against the fact
table directly.

Thanks in advance for your help.