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Reading Extended Events Files with Powershell

Emanuele Meazzo shows how to work with Extended Event *.xel files:

However, I’ve found myself in a tricky spot, as I had multiple instances recording events, and those events had to be analyzed as a whole.
I could have simply written a script to get the data from each instance, querying the system function sys.fn_xe_file_target_read_file and then uploading it somewhere else, but this approach has the issue of adding additional load on the source instances, and I didn’t want to add additional load to the already overworking instances I was trying to monitor.

I then wondered, can I move the files over from the busy servers and read them from another machine? I surely didn’t want to open each file manually and exporting it to a table and/or CSV in order to mash them together, too

Read on to see how.