Import multiple files located in SharePoint

Hi, Power BI experts,

Suppose I have hundreds of excel files located in my SharePoint.
And I have a list of the links of the files, such as

https://mycompany.sharepoint.com/teams/my_team/file1.xlsx
https://mycompany.sharepoint.com/teams/my_team/file2.xlsx
https://mycompany.sharepoint.com/teams/my_team/file3.xlsx
...
https://mycompany.sharepoint.com/teams/my_team/file500.xlsx

Is there any method by which I can import all the files to my PowerBI Desktop with few clicks/operations ?
You know, nobody want to import hundreds of files one by one.

Best Regards,
Kane