Hello @ells,
You’re welcome. 
I’m glad I was able to help you.
Yes, you can surely group the bookmarks page wise. Select you bookmarks by pressing the “Ctrl” key and then click on the “…” dots ellipses and then select the option of “Group”. Below is the screenshot provided of the result for the reference.
I’m also attaching the PBIX file of that working for the reference.
Hoping you find this useful and meets your requirements.
Thanks & Warm Regards,
Harsh
Slicer for the x-axis.pbix (752.0 KB)