Refreshing multiple pivot tables using a single SSAS connection

I have a workbook with 1 OLAP connection to an SSAS cube and multiple pivot tables. When I Refresh All, it seems as if it is refreshing the OLAP data connection for each of the pivot tables, even though there is only the single connection.

Is there a setting on the connection or the pivot tables that I can use such that the data connection is only refreshed a single time, but all of the pivot tables are updated?

Henry