Andy Jones has 10 tips for securing your Power BI infrastructure:
9 Sharing Externally
Power BI offers the ability to share reports outside of your organisation or even publish to the public internet. If this causes you to shudder, turn these features off. Your Power BI admin (remember them from above) should open the admin portal and move a slider – problem solved.
Turn off sharing externally (unless needed)
Click through for the full list.