Relationships between DQ tables are created as M:M by default. This is not a problem and even recommended with single direction.
Read on for several tips. What’s interesting as I read this is just how radically different the advice is for ADX utilization versus Power BI utilization, such as using strings to join dimensions to facts. That would be heresy in a Kimball-style model and is a common cause for slow-down in Power BI. Yet that’s the recommendation here for working with ADX, unless I’m misunderstanding Dany’s post.