I have applied role-level-security in my Power BI desktop file. In Power BI Service I assign a group to that role. When a user in that group accesses the dashboard they get an error on the tiles that...
I'm also having this issue.
In my case the roles are not based on usernames. Each security group has a simgle simple data filter, and individual users are manually assigned to groups using the Security section of the dataset in the web service. This differ's to jo_mandy's experience where assigning individuals is fine.
As jo_mandy has iterated though, this is only an issue the first time someone accesses the dashboard after which the dashboards and reports appear to work fine but this can affect distribution success significantly when users are met with issues on first attempt.