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This is actually quite easy to do - just drag-n-drop dimensions on their 'parent' to create a custom hierarchy.
But be aware that it will then behave like a hierarchy, i.e. parent dimension, when used on the sheet, will also have the little '+' sign on its pill to allow users to expand the tree with a click. So if the hierarchy members are not related in any way and just bundled together to save space, it may cause some problems.