Pull data from Splunk

Recently I fielded an inquiry regarding Splunk and Power BI (and/or Power Query). There is currently a Tableau/Splunk POC in the works at my client. Tableau does seem to have slightly more facility with Splunk. Based on the little research I've done, it appears that it is possible to set up ODBC for use with Power BI. I did not find much more documentation or information on this, from either Splunk or from Microsoft. My client is interested in evaluating a PowerBI-based alternative POC if it is possible to do it without too much intricate configuration needed.