This video provides details on how Power BI authenticates users and how you can use advanced security features of Azure Active Directory to add further controls.  

This series provides a structured approach for developing the strategy for Power BI Adoption, Governance, Service Management, Security, Rollout, and Support through a series of workshops.

For more tips like this, check out the working remotely playlist at www.youtube.com/FoetronAcademy . Also, if you need any further assistance then you can raise a support ticket and get it addressed.