One way to do that could be to have an Extensibility Rule that post-processes the file, effectively merging sheets in the workbook. You would have to be familiar with fairly advanced .Net programming though. Message me privately if you want to further explore that approach, or engage our AAS team through Support or Customer Success Manager, they will have a solution.
Another approach is simply to do that in Excel itself. A quick google surfaced this page. It starts with manual methods and progresses towards the more automated approaches like using VBA.
Last but not least, if you think this is a feat that should be easier to achieve in OneStream, feel free to file it in IdeaStream.
