We just set up our VNet data gateway for various data sources (AzureSQL and REST API) within an azure vNet. I do not want to create managed private endpoints to these services because the network traffic needs to pass through the firewall set up inside the Vnet. Especially when connecting to a REST API the Notebook offers a superior experience in Fabric. Currently there is no way to connect to data sources protected by a vNet from a notebook. This makes Notebooks less suitable for ingesting data into Fabric.
Recent ideas
Support VNet data gateway connections in Power BI Report Builder (Get data / Power Query)
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