The Excel Web Access Web Part accepts connections from two types of web parts:
- Filter web parts - to use in the pivot table filters
- List Web parts - to fill the workbook or the item properties of the web part

In my opinion we should be able to connect a two web parts of the type "Excel Web Access". With this we could drill in one web part an see the results of the drill the other webpart that could show a chart.

I could do that in one web part displaying the entire sheet. But using two web part displays only the need items is much better.