Efficiently create junk dimensions in power query

I have a large fact table (many millions of rows). It has a bunch of columns in it that I'd like to break out into a few junk dimension tables. However, I have no keys to work with so I was planning on creating surrogate primary keys fo each junk dimension table. However, this means I then have to merge these tables back on to the fact table so that the fact table can obtain the proper foreign keys. I suspect this sort of multiple (self) joins/merges might bring the loading and refresh process to its knees. So is there a best practice way to acheive this whole procedure in an efficient (hopefully quick) way? I'd like to do it all in power query if possible. The fact table lives in a remote SQL Server.