Alright, after a bit of trial and error, I was finally able to get this working. I figured it'd be worth sharing for those that are interested in a similar setup.
When you initially create an Azure Analysis Services instance, you're required to enter an administrator from your Azure AD. When viewing the data in Power BI Desktop or Web, RLS does NOT apply to the account that was designated as the AAS admin. To circumvent this, I went ahead and created an alternate user in my Azure AD for testing out RLS, and everything worked.
Additionally, the tooling in Visual Studio doesn't fully support Azure AD & Azure AS yet. You'll need to use a combination of Visual Studio and SSMS 2016 to create the roles, and then associate it with an Azure AD user/group.
The Process
- Build your data model in Visual Studio.
- Create your roles (and their DAX expressions) in Visual Studio.
- Process & Deploy the data model to the Azure Analysis Services instance.
- Open up SSMS and connect to the Azure Analysis Services server.
- Open up the Roles associated to the data model, and add the associated Azure AD users/groups to the role.
Note: You need to use the latest version of SSMS (and SSDT) to work with Azure Analysis Services. This lets you add an Azure AD user or group to a specific role. - Publish the reports to Power BI. It's easier to publish to a Group Workspace so you can log in with the non-admin account and test the RLS.