Make PowerBI dashboard show only data relative to user

We have a SQL Server Database with real business data and we would like to give insight to our (external) customers using Power BI.

In our Web application we are using Power BI embedded with custom authentication. n Power BI we have successfully used UserName() and UserPrincipalName() DAX functions to retrieve user data.

On our database, we have a somewhat complex authorization system. We have already functions that return only the right data for the user we pass as argument. We would prefer to use these if possible.

It is much preferred that we don't import all the data to Power BI. (Huge amount of data and security concerns)

Has anyone done that? Could you suggest how it can be done?