SSAS live connection: 2 step filter

you can query SSAS using DAX so it would return a table - which would be very SQL thing to do, and I don't recommend it :)

what would more DAX focused approach is following:
1) create a measure that shows nr of engagements, e.g.

NrOfEnagements = COUNTROWS(factCustomerEngagement) -- assuming that each row is single engagement

2) crate a visual using Customer Name from dimCustomer and [NrOfEnagements ] - it will only show customers that have engaged, and the number of such actions
2) if you then use slicer to filter e.g. 'registered for webinar' in dimEngagementType it will pass the filter from the slicer to the visual, effectively showing all the customers that have made that action and the number of such actions

you could also write it explicitely like this:

NrOfRegistrations = 
CALCULATE( 
    COUNTROWS(factCustomerEngagement), 
    dimEngagementType[Action] = "registered for webinar"
)

or referencing the first measure

NrOfRegistrations = 
CALCULATE( 
    [NrOfEngagements], 
    dimEngagementType[Action] = "registered for webinar"
)