We had the same problem, it would only work on the first sheet. So what we did was to fill the cells on the first sheet from the variables and then link the cells on the other sheets to the first sheet. This way they would update automatically.
Another problem we came across was that you must save the file with the first worksheet selected otherwise the link tended to break between the custom properties in the first worksheet and the variables in EPDM. Once that link broke it couldn't be repaired and any changes to the variables had to be put in manually.