I do something very similar with the advanced. We get an aggregated monthly report, and I use some VBA with advancedfilter to parse that out into 32 individual reports. It really is a thing of beauty - though it should be noted I'm filtering out to separate workbooks, and not sheets within the same workbook.
Basically, in this code, I had already set up some variables and a three dimensional array to handle everything. I'd probably tweak it a little bit now, but it's there and it works well. Hopefully it makes sense:
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