Combine Multiple Files from Folder by Create Date Logic

So i think the trick here is to figure out if a given date is the first week day of the month, then we can filter down to just those.

To do that you can use the following M function. In a nutshell it takes a date as a parameter, generates the first 3 days of the month, then excludes any Sat/Sun dates and returns the min date from what is left. To add this to your Power BI file open the query editor, click on "New Source" and choose "Blank Query" then click on "Advanced Editor" in the ribbon and paste the following code in.

= (theDate as date ) as logical =>
let
  firstDateInMonth = #date(Date.Year(theDate), Date.Month(theDate), 1),
  first3dates = List.Generate(()=>firstDateInMonth, each Date.Day(_) <= 3, each Date.AddDays(_, 1)),
  weekDaysInList = List.Select(first3dates, each Date.DayOfWeek(_,Day.Saturday) > 1),
  firstWeekDay = List.Min(weekDaysInList),
  result = firstWeekDay = theDate 
in
  result

In my test file I then called this query "fnIsFirstWeekDayInMonth"

Then I entered a series of test dates (note that my PC is using a dd/MM/yyyy date format) and added a column invoking a custom function and used the function above. That gives an output like the following

we can then filter down to just the true values

You should be able to apply this to the list of files in your folder to only get those created on the first week day of the month