Star schema modelin OrderHeader and OrderDetails

Anonymous- that is very dependent on what you're trying to achieve with your reporting from this model and probably not really enough info to provide a definitive answer. 

For example, if there's a need to report on individual orders, your order headers table may act as a dimension and if that level of granularity is not required, then amitchandak may be correct and merging the tables may be the correct approach.

It would probably be worthwhile sharing a screen shot of the model as it stands currrently showing the existing relationships.

Best practice for Power BI performance is always a star schema but defining whether something is a fact or dimension often depends on the grain required for reporting.

Hope this helps.