How to set Hide columns and Rows by Default – Analytical Grid & Chart
Analytical Grid and Chart, are wonderful reports to enhance your dashboard.
However they pose several hurdles that require us to overcome.
Since interfering with the MDX manually (such as setting NON Empty statement), could cause to navigation loose
(See the latest post at the performance point team blog: http://blogs.msdn.com/performancepoint/archive/2008/10/20/mapping-dashboard-filters-to-analytic-charts-and-grids.aspx)
We need a work around to hide empty columns and Rows by default.
The Scenario is very easy:
Step1 : Complete the Report Design using the Designer

Step 2: Switch to Browse mode:
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Use the "Filter Empty columns" and "Filter empty rows" to activate filter.
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Click the "OK" button to resume Design mode.

Step 3: Verify Filter Settings:
Check Settings had been enabled for the report

Thats it,
Publish report and have fun,
Eran