You can use a value list, but I prefer to inline load a dimension. Then add this dimension (or the value list) to the pivot table and drag it to the top so that it creates a top row. If you create the correct association with the data model when you do the inline load, then it may be possible to use the expressions without any changes..
If you use a value list, you will have to modify the expressions to evaluate the correct expression under each value list value. This may not perform will in a large model.
Logic will get you from a to b. Imagination will take you everywhere. - A Einstein