Support for custom Power Query Functions in Dataflows

It's unintuitive, but you can already create an M function in Dataflows. Start from a blank query, paste your code, and make sure to uncheck Load (right click on the function in the left pane).

As Oliver and Aaron have mentioned: https://ssbipolar.com/2018/12/12/custom-functions-in-power-bi-dataflows/

By far the most common Function pattern is one generated by building a query on a folder of files. This generates a web of dependent objects including an automatically coded function. It doesnt seem possible to move this to Dataflows, which is really disappointing.

Not sure if this fits in here, but I am using some custom functions in Data Flows in order to loop over sheets in Excel. My problem is that the first time I setup the DataFlow the function is "tied" to a query (so that changes in the query is updated in the function. However when I save and open the Data Flow again, this "binding" is lost. So it works, but not really :(