Gilbert Quevauvilliers skips the desktop step:
There have been some updates to Power BI with Visual Calculations, and as of the March 2024 release you can now create and edit visual calculations in the Power BI Service.
Here are details from the blog post: Power BI March 2024 Feature Summary | Visual Calculations Update
I then saw an email which made me think, could I then use the visual calculations to create a DAX measure directly in the Power BI Service on an existing Power BI report.
The answer, it turns out, is yes. Read on to see how.