Can we replicate OOB drill through functionality from EPM to ERP using a custom integration

In OOB Integration, we can drill through from EPM to GL. In case of custom integration, the source will be a BIP report. We can drill down to BIP Report. But can we further drill down from each and every cell (value) of BIP report and drill through to ERP? The balance that would exist in BIP report does not directly exist in GL, as the segments are not there; hence custom integration. Then how can we really do a drill through further from BIP report?

The client does not want to lose out on drill through functionality from EPM to GL; but has requirements for more dimensions in EPM than the segments in ERP which means custom integration to fetch the balances will be needed.