Power BI connections support MDX and DAX, so you can use both Grids and Tabular report types.

To connect to the PowerBI.com hosted data:

  1.  Download the Analyze in Excel file from PowerBI.com. To get this, select next to a Dataset.
  2.  Install a driver.
    You will need to install that if you haven't done so already.
  3.  Select the Power BI connection type in Anaplan XL and pick the .odc file you downloaded. 
  4. Enter your email and password.

    The connection file doesn't need to be downloaded for each workbook, you can reuse it.
  5. Download the Excel driver if required.

If all user connections can be made as the Application User, then a Connection Mapping file can be used to connect all reports using saved credentials.

Enter the data source and identity provider IDs, as well as the required credentials to connect to the data source.

If you have Power BI Premium and are using MFA, you must use the new Premium, powerbi:// connection type when connecting in Anaplan XL. The server address can be copied from the Workspace settings dialog, and will be of the form

powerbi://api.powerbi.com/v1.0/myorg/[your workspace name]

You can find this in the PowerBI workspace settings.

If you have duplicate workspace names, specify the correct one using the ObjectIDGuid.