Hi Rob,
Thanks for the response - saved me banging my head against a brick wall! For my current task, it's enough to work around by generating Excel reports with blank cells and having the users enter annotations there, it would have been nice to push them through from EP into PDF reports but this is the 2nd problem doing that (also hit an unrelated bug with the Analyst Publish Macro not doing annotations well in the version we're on).
For any future readers, building an FM package on top of the PowerCube linking to my annotations table somehow looks like it might be an option. I have to confess though that my preferred one would be to just use something that supports text attributes as properties of aggregatable measures, a bit of reading suggests that newer versions of SSAS might.
Cheers,
A