Reporting on SPLUNK data

I would like to use Power BI to query Splunk data and build dashboards.  I have installed the ODBC driver for splunk.  I will do the configuration.  I haven't seen much on this forum about reporting on splunk data using Power BI, so wondering if people have been doing it, and what methods?  ie. are people using live queries via the ODBC driver?  Do people use REST API calls? Is it possible to write a dataflow that connects to splunk to extract the data, build a dataset, and have reports written from that?