I had 6 existing slicers connected to 4 pivot charts. I created a new pivot pie chart and want to connect 5 of the 6 existing slicers to it but I can't do so. The only thing I can do is create 5 new slicers which I don't want to do. 
As can be seen, there's no option to filter connections. I am doing a course on EdX "Introduction to data analysis using Excel" and this is a part of the lab exercises.
Best Answer
That is because we are using different sources of data. Check the other pivots and see the data source, then connect it to the same data sheet
PS: The data may be the same but sheets may be different