Hi Eyal
I am not sure what to suggest as the best option because I don't have enough information on your requirements.
But I would strongly recommend to avoid implementing it like you described it above.
Having hundreds of thousand of members under the Invoice_ID dimension will cause trouble at many levels down the road.
First of all, it will be an administrative nightmare to update the dimension members and process the dimension on a regular basis. Then you will most likely run into every single limitation of SSAS when building the queries. On top of that you can also expect serious performance issues induced by this large dimension.
Stefan