I am currently working on connecting Power BI to our Identity Manager OnDemand 9.2.1 environment. I've used the Azure version of the custom connector from the GitHub repository - IdentityManager.PowerBI/src/IdentityManagerAzure at master · OneIdentity/IdentityManager.PowerBI - and from and end user using Power BI Desktop point of view its working.
Ideally we would like to be able to publish a dashboard but this option is using interactive user authentication so I believe we will have authentication issues as the auth token will keep expiring. Has anyone managed come up with a solution to allow service principle authentication or some other non-interactive authentication from the Power BI service?