Loic/Marc,
I just installed EPM Add-in with SP24 on Excel 2016 and it works just fine. I know few of my colleagues who installed SP23 on Excel 2016 and even that works fine. I know the EPM Add-In installations guide mentions about not supporting, etc. but ignore that. Just download the EPM Add-In and install it and will work just fine.
Hope it works for you as well.
J