Get Excel mini dump file without WER (Windows error reporting)

I develop an unmanaged C++ XLL addin for Excel targeted for Windows 7 and would like to be able to get the dmp file locally when there is a crash. I understand it can be sent to Microsoft and I can subscribe to WER to get it that way but there is a ton of overhead with that. I just need the core dump. Is it possible with an Office product. I've read that setting some registry value was possible before but I don't know if its possible on Windows 7 with an office product.

Ps: I tried setting SetUnhandledExceptionFilter() and redirect to my own handler where i would call MiniDumpWriteDump my self but Excel must set the filter before as mine never gets hit.