Try this (not tested).

Sub SaveAsValues()
    
    'Save Monthly Report as Values in new workbook
    Dim newWB As Excel.Workbook
    Dim wks As Excel.Worksheet
    Dim newWks As Excel.Worksheet
    Dim vSheets As Variant
    Dim varName As Variant
    '----------------------------------------------
    
    Application.DisplayAlerts = False
    
    'Define the names of worksheets to be copied.
    vSheets = VBA.Array("FTE Variance (8)", "Mill Levy Summary (7)", "Spending Graph (6)", _
                        "Forecasting Tool (5)", "16-17 Full Year (4)", "16-17 YTD (3)", _
                        "16-17 Current Month (2)", "Remaining Balance (1)", "Monthly Report Cover Page")
    
    'Create referenece to the destination workbook.
    Set newWkb = Excel.Workbooks.Add
    
        newWkb.Connections.AddFromFile _
        "C:\Users\PAUL_CYR\Documents\My Data Sources\fin-dmart-prod LAWSONDW GL SUMMARY CUBE.odc"
    
    For Each varName In vSheets
    
        'Clear reference to the [wks] variable.
        Set wks = Nothing
        
        'Check if there is a worksheet with such name
        On Error Resume Next
        Set wks = ThisWorkbook.Worksheets(VBA.CStr(varName))
        On Error GoTo 0
        
        'If worksheet with such neam is not found, those instructions are skipped.
        If Not wks Is Nothing Then
        
            'Copy this worksheet to a new workbook
            wks.Copy After:=newWkb.Worksheets(1)
            
            Application.CalculateUntilAsyncQueriesDone
            
            'Get the reference to the copy of this worksheet and paste
            'all its content as values
            With newWkb.Worksheets(wks.Name)
                .UsedRange.Value = .UsedRange.Value
            End With
            
        End If
        
    Next varName
    
    newWkb.SaveAs Filename:="H:\1_School Support\RBR FY17\Monthly Reports\October\" & Range("B1").Text & " - Monthly Report - October.xlsx"
    
    Application.DisplayAlerts = True
    
End Sub