Authenticating OData.Feed using Web API difficulty

Yes. Thank you. This is seeming like the current workaround. But it's kindof a hassle. If you can expand on 

> you can also allow the key in headers, which works more smoothly with Power BI.

That would be appreciated. I currently allow headers like "Bearer token" or "x-api-key" request header.  I also allow basic auth and url query parameter.

Also where would I go to suggest such a feature in the UI, to have the api key name?  I found giving feedback to microsoft for power bi is kinda difficult and a hassle.