Hi Wanyun ,
Possibly Drill down should work .
In Your case dont know why is it not ..
I tried after checking your post in my dashboard it is working.
May be i thought in your case hierarchy Problem
I mean the Order of the drilling i guess.
county-state-zipcode-customer-- try this line once ..
There wont be any other reason behind it i thought so. delete and recreate it once and try
This might Helpful...