Given that you already have a parent-child table, did you try setting it up that way in SSAS? It actually does so more naturally than in an OLTP design. If there are tens of thousands of entries, there may be a performance issue, but it should be worth a try.

If you didn't or for some reason are not allowed, let me know, and I'll look at the first table as if it's a standard dimension. Definitely looks like it should be possible, however. You could even consider setting it up as a ragged dimension if necessary. That might give you a more natural appearance. Read about that before your next post to see if that helps.