---Summary:---
When you drill, create a filter. Link new filter and the drill-breadcrumbs, so if you change one, it changes the other. Make it an optional, per-widget setting.
---Details:---
Sometimes I build a dashboard with a "main" widget for the user to explore, plus a few indicator widgets above it. It'd be nice if, when the user drills on the main widget, their choices were applied to the dashboard filters. That way, my indicators would reflect what they've drilled into.
But that should be an option in the widget settings; other times I have a dashboard with several major widgets and drilling into one should not filter the others.
When the user un-drills (clicks the cross or a breadcrumb to return to the overview), that should automatically remove the associated dashboard filter. And if the user alters or removes the dashboard filter, that should carry over to the drill-down breadcrumbs.