Actually, you don't need to do that. I use this configuration routinely. You seem to have covered all the bases, but I suspect you've missed something small. Here's my checklist:
- UnknowmMember property for dimension set to: Visible
- UnknownMemberName property for dimension is not empty.
- KeyColumns property for the attribute has the property NullProcessing set to: UnknownMember. (Actually, set all the attributes thus way.)
- the KeyColumns property for the attribute points to the field on the dimension table (EMPLOYEE.title_id in your case).
- the NameColumns property for the attribute points to the field on the off board table (TITLE.title_name in your case).
If you still get the error, grab the SQL statements generated during the processing and examine them carefully. Most likely, based on your settings, you have a shortened resultset somehow. This is partially because MSAS only generated inner joins. Often, an unrelated join can filter results unexpectedly. Check your RI!