Announced last week is a major new feature for Power BI: you can now use DirectQuery to connect to Azure Analysis Services or Power BI Datasets and combine it with other DirectQuery datasets and/or imported datasets. This is a HUGE improvement that has the Power BI community buzzing! Think of it as the next generation of composite models. Note this requires the December version of Power BI Desktop, and you must go to Options -> Preview features and select “DirectQuery for Power BI datasets and Analysis Services”.
Read on for more details.