Pushing calculations down to the VertiPaq storage engine is always a good practice. Sometimes this is not feasible. However, carefully analyzing the aggregated expression can lead to optimization ideas that produce excellent query plans.
DAX developers should not be scared of iterators. Their performance is great as long as the expression computed during the iteration can be pushed down to the VertiPaq storage engine.
Read on to understand what they mean by callback and the enormous performance cost you’ll want to avoid.