I had done this frequently in 2010, now in 2012 it doesn't appear to work. I combine a fair number of drawings into single files to ease distribution both internally and externally as PDF files. I used to use the copy (drawing tab) and paste (after sheet) and the drawings come in fully linked without issues. I have tried to do three sheets now and they all come in with dangling dimensions in red. Hiding dangling dimensions also removes holes, etc. Strangely enough on one it also unsupressed a revised feature dimensions too. I know I'm missing something here...