Custom slicer expression DAX

Hi all,

I have a slicer question. I have an ugly geography table that I use for slicing by Continent / Region / Market / Country / States etc. However, because there are no states for the EU and not the same amount of regions per continent, I see blanks all over the place. Is there a way to create a calculated table from this table to not show blanks as I select down the hierarchy? I have tried put each column in the filters pane and unselecting the blanks, but obviously if uncheck blank for states it removes all over countries non US because they don't have states. Anyone ever faced something this issue? 

Any ideas appreciated!