That's a huge question. Where is the delay--refreshing the dataset or interacting with a visual?
Some tips though, assuming it's the dataset refresh:
Are you using desktop? Is it in "import" mode? If so, try using a dataflow to do the ingest into PBI Service, then do your hardcore transforms on that copy. What happens is Power Query splits the project up to give it to multiple CPUs in a way that's not intuitive, and can easily flail the connection to the server with dozens of requests when you think you only called it once. Bringing it in to PBI first and saving it as a loaded dataflow table cuts out the chatter outside of PBI.
You can add filters as a first step to limit the amount of data being processed. Likewise incremental refresh is a thing.
Ensure query folding is being used as much as possible.
