Loading data via REST API - query dependent API (parent/child calls)

I found a solution. At a high level: 

1. Define a "Pull Requests" table that queries the parent REST API. Put the pull request ID in a column named pullRequestId
2. Define a function that queries the child REST API taking the pullRequestId as a parameter, returning a single List value
3. Create a table filled with the primary key value and a blank column to hold the list
4. Fill the blank column with the results of the function call. 

Specifically, my function definition is: 

let
Source = (pullRequestId) => let
  Source2 = Json.Document(Web.Contents(Text.Combine({"https://dev.azure.com/{organization}/{project}/_apis/git/repositories/{repoName}/pullRequests/", Text.From(pullRequestId), "/threads?api-version=6.1-preview.1"}))),
  #"Converted to Table" = Table.FromRecords({Source2}),
  #"Removed Columns" = Table.RemoveColumns(#"Converted to Table",{"count"})
  in
  #"Removed Columns"
in
Source

And my table definition is: 

let
Source = Table.SelectColumns( #"Pull Requests" , "value.pullRequestId"),
  #"Renamed Columns" = Table.RenameColumns(Source,{{"value.pullRequestId", "pullRequestId"}}),
  #"Added Custom" = Table.AddColumn(#"Renamed Columns", "value", each GetPrThread([pullRequestId]))
  in
  #"Added Custom"

From there you just use Power BI to expand columns as you need.