You can leverage the on-prem connector offered by DataDirect's Hybrid Connectivity Services. With their patented on-premises connector technology, you won't have to open any ports. This Data API gateway offers secure access to on-prem data sources using standard OData or ODBC connections.
Please add direct query too, otherwise the Enterprise gateway will have to run on a schedule to sync the data. Direct query is something most BI Visualization tools have out of the box, it's strange PowerBI doesn't.
I get that MS wants to promote use of Azure instead, but many orgs happen to have tech ties to AWS that preclude them from migrating, or make it challenging to use PowerBI on that data without connection to AWS.
Please, please add this. A lot of our customers would happily buy Power BI licences if they could use Power BI and for that they would need to be able to connect online Power BI to AWS RDS.