Power BI dataset - creating multiple security models

I have a few reports that are built off of the same Power BI dataset. The reports are connected through direct query to the dataset. I have three different pbix files connected to the dataset - all of which need a different security model in place. When I try to implement the security model in each pbix file, the security does not work - nothing gets filtered down. However, when I actually import the same tables and apply the same logic (i.e. bypassing the Power BI dataset connection) the security works as expected. 

My goal is to manage the security separately in each of the pbix files for each different context in each of the reports while maintaining all of the measures and transformations in one place. 

Is there a way to manage security separately for each pbix that I create? Or is there a limitation to only create security in the source Power BI dataset?