Extremely Slow Applying Query Changes while using Power BI Desktop connecting to Dynamics CRM online

Hello all,

I am developing reports/visualizations in Power BI Desktop connecting to Dynamics 365 CRM online.  I am experiencing serious delay /extremely slow when applying query changes - endless and I have to cancel applying query change.  Unable to progress.

I am sharing my major steps/information here and hope that somebody can help me with the reasons and solutions.  Many Thanks.

1. I get data by connecting Dynamics 365 CRM online via OData feed-  and selected Case (Incident) entity/ Query

1. I selected/chose 16 columns from hundreds of columns and rename some of them
2. I get data from 4 Excel files (less than 100 rows and small in size)
3. Then I applied Query Changes - it took hours and seems endless

There are about 1.06 GB data loading running endless and I had to cancel query chagnes.  I checked in "Cases" Entity in CRM and there are over 8,000 case records. 

My questions:

1. is this apply query delay in Power BI Desktop due to the huge amount of cases data loading ( like 8k + cases recrods in CRM) to Power BI? 
2. I did some research online and I found related posting suggesting set-up Dynamics 365 Data Export Service, I wonder whether Data Export Service will be helpful for my case? And is Data Export Service a quick installation/configuration?

     https://community.dynamics.com/crm/b/develop1/archive/2016/12/09/dynamic365-data-export-service

I am now trying to filtering the query to get a smaller data set of 100 case records (rather than 8k) so that I could apply query changes quicker and move on with my reports design, but it seems takes me longer time as well.   All your helps will be appreciated.  Thank you.