Datasets for KPI's in Power BI Report Server

OK, I've been recreating content from Power BI service on our local Power BI Report Server. I've been struggling with the limitations of Report Server and currently I can't figure out how to create a dataset for a KPI. I need to put KPI's in my report folder because Report Server doesn't support dashboards... argh! When I try to create a KPI, I'm prompted for a dataset, but unlike Power BI service, there are no datasets on the report server to support the reports... argh! When I try to create a dataset, PBI Report Server opens SQL Server Report Builder, which won't work for me because I'm connecting to an Oracle database... argh! It seems like Power BI is an afterthought on Report Server.

Can anyone help me create a dataset as an import from the Oracle database so I can use it as the dataset for a standalone KPI in the report folder?

Thanks in advance!