how to create a query that paginates?

Thanks very much ImkeF I think that makes sense to me.

However, isn't this assuming I start with the JSON? The JSON I actually get as an API response, the existing query (that returns the JSON) just looks like this:

let
    Source = Json.Document(Web.Contents("https://api.gocardless.com/events", [Headers=[Authorization="Bearer ???accesstoken???", #"GoCardless-Version"="2015-07-06"]])),
    events = Source[events],
    #"Converted to Table" = Table.FromList(events, Splitter.SplitByNothing(), null, null, ExtraValues.Error),
    #"Expanded Column1" = Table.ExpandRecordColumn(#"Converted to Table", "Column1", {"id", "created_at", "resource_type", "action", "links", "details", "metadata"}, {"id", "created_at", "resource_type", "action", "links", "details", "metadata"}),
    #"Expanded links" = Table.ExpandRecordColumn(#"Expanded Column1", "links", {"mandate"}, {"mandate"}),
    #"Expanded details" = Table.ExpandRecordColumn(#"Expanded links", "details", {"origin", "cause", "scheme", "reason_code", "description"}, {"origin", "cause", "scheme", "reason_code", "description"}),
    #"Removed Columns" = Table.RemoveColumns(#"Expanded details",{"metadata"})
in
    #"Removed Columns"

Obviously this has me converting the data into tables too.