You can apply the context filtering before the actual worksheet pulls down the records -- if your filtering is done correctly, the filters get passed directly into the SQL query predicate (an actual WHERE CLAUSE and not really a 'filter') -- Try this -- Open Tableau, go to HELP > Settings and Performance > Start Performance Recording, then open your workbook and apply the filters. Once it is done loading, go to HELP > Settings and performance > Stop Performance Recording. This will give you a worksheet with the queries used on it.
You can also use a custom SQL to select only the dimensions and measures which you are going to use for the dashboard.
Finally, you can even use custom SQL to remove unnecessary filters and parameters.
An extremely good place to start is the following white paper by Alan Eldridge: