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We have access to an external OAuth 2.0 REST API, and I'd like to use it in Power BI to integrate it with our dashboards and reports. I need some guidance on what the best way to accomplish this is. My best guess is that I need to create a custom data connector, create a Power App as a UI, and then integrate the Power App into Power BI. Is there a better, more efficient, and/or more correct way to use OAuth 2.0 REST APIs in Power BI?
You can directly connect to rest API from Power BI
you can follow Get Data from Twitter API with Power Query - Chris Koester to do Oauth2 authentication for API in Power BI