Create new Teams Planner and automatically incorporate data in PowerBI

Hi alex2811 ,
yes, that should work (at least in theory).
You have to create a custom connector for the Graph API ( see here for example Microsoft Graph API Custom Connector for Power BI (quickbites.dev) )
Then, this endpoint will deliver all your existing apps in a group: 
List plans - Microsoft Graph v1.0 | Microsoft Docs
If you give your plans a name that allows selecting the relevant apps by their name already, you don't have to grab all details for them in the second step and can speed up the process by just pulling details for the relevant ones.
This endpoint would retrieve all tasks for the plans: List tasks - Microsoft Graph v1.0 | Microsoft Docs
Getting tasks: Get plannerTask - Microsoft Graph v1.0 | Microsoft Docs
Get task details: Get plannerTaskDetails - Microsoft Graph v1.0 | Microsoft Docs

It would certainly be easier with flow, as you have standard connectors for it already.

But I don't now how long a refresh and update into a SQL-DB would take there, as it will involve a couple of "Apply to each"-steps.