Here is a solution I found.
To SSAS The tables setup in Visual Studio are actually views of objects dimensions in the data database
so I changed the views to include an addition to the where clause
AND dds_code_sk in (select distinct Nationality_sk from [Data].FACT_FT
ie where the key is actually in use on the Fact.
Now only used values appear in the dimensions of the cube
Its not efficient I am sure but it works!
JC