I guessed that the "Defer Layout Update" button might help, but checking that box disables filter dropdowns. So that doesn't help.
OLAP PivotTable Extensions doesn't have any functionality that would help you. But it's something we could consider for a future release... though honestly, it's probably pretty low on the list.
You could probably write a VBA macro that would do this for you if you know ahead of time the values you want to filter to.
Or you might consider removing everything from rows, columns, and values, changing the filters, and then adding back rows, columns, and values. Not handy, but should perform better.
Or get your AS administrator to optimize the cube and calculations so it's not so slow :-)
Sorry... can't suggest anything else.