When you add action filter with select option then it will go to another dashboard and it will filter the same view like category selected in slice then it will move to another dashboard and filter category data.
Want to add each slice different dashboard then use action filter with menu. User can select where they want to go.
This is one way to achieve your requirement.
Thanks Michael. I'm not able to open the workbook since I have 10.3. I guess you built this file using a later version of Tableau. I'm contacting my help desk to get my tableau upgraded.