Dynamics 365 (online) support for Direct Query

Currently you can connect to On-Premises Dynamics (IFD) through the OData connector on Power BI Desktop. However, in the Power BI Service there is no option for OAuth in Data Credentials. No other options appear to work (Anonymous, WIndows, Basic, Key) It would be fantastic if you could connect to On-Premise Dynamics through the OData Feed and then being able to authenticate it with OAuth credentials when configuring the personal gateway in Power BI Service.