Optional & Multi-Select Paginated Reports Query Parameters with Analysis Services Data Source

A few pieces make this work end to end with the Paginated Report Visual on top of an Analysis Services (DAX) source:

1) Multi-select - build the dataset in Report Builder's DAX query designer (don't hand-write the query). Drag the field into the Filters pane and tick "Parameter". Then open the parameter and set "Allow multiple values". The designer auto-generates the DAX using RSCustomDaxFilter, which already handles a list of values, so you don't have to write the multi-value logic yourself.

2) Optional / default to "All" - give the report parameter a Default Value. The simplest reliable pattern is to default it to all available values, so if the user makes no selection on the Power BI page the report still returns everything. (Adding an explicit "(All)" available value and handling it in the query also works, but defaulting to all members is the least fiddly.)

3) Binding from the Power BI page - in the Paginated Report Visual you map each report parameter to a field/slicer on the page. A multi-select slicer then feeds the multi-value parameter; if nothing is selected, step 2's "default to all" is what keeps it from breaking or returning nothing.

So it isn't slicer magic - it's (a) "Allow multiple values" on the parameter, (b) the query designer's auto-generated multi-value DAX filter, and (c) a default value for the optional case. That dataset-level @parameter route is exactly the "query parameter" approach you want, and it's faster than report-level filtering as you noted. If you share how your slicer is wired to the visual I can be more specific.