Grouping Row items in Excel 2013 PowerPivot pivot table

Hi,

I have created a pivot table based on a PowerPivot data model.
My rows section has Countries listed, and three values under column headings.
What I want to do is group all the countries with small values into one group, and display only the individual countries with large values, and the Group, to make up the total for all countries.
The normal Group... option is greyed out; how can I achieve this?

Do I need to create another table in the data model with countries mapped to groupings, e.g. the large countries mapped to themselves, and the smaller ones mapped to the group name?
I tried creating a Set of the small countries, but then I can't add individual countries to the Rows section without removing the Set.

This is a scenario I come across regularly, where I want to roll-up immaterial amounts, and focus on the individual material items. With the normal pivot tables I could just select the immaterial items, group and collapse them.

Thanks.