Hallo Sam and thank you for you reply.

Actually query was working, data type in Key columns in BIDS were updated and everything else seemed to be fine. At the end I preferred removing and recreating the two dimensions.

Switching to CHAR hasn't be a good deal. Actually, I wanted to keep trace in the surrogate keys of the sources (the Customer dimension is fed by multiple sources and I horribly thought to prefix the INT with a CHAR denoting the source), but actually here is where the surrogate key comes in hand! So I did quite a little (a couple of hours) big mess, as of my first cube.

I'm gonna take the path of a durable super-natural key from this article of the Kimball Group Reader[/url].