Best Way to work with a Big SQL Azure Database

Hello,

I have the following scenario:

1) I have a big Azure SQL database

2) Would like to use Power BI Desktop to be free to design the model

If I use import I need to download in my pbix file a lot of data every time I want to model my data and i will also

need a lot of time to upload the file in PBI Service.

If I use Direct Query i have limited freedom with the model i want to create.

Any suggestions?

Thank you so much