Create dataset with direct query for mln rows

Hello PowerBI experts.

Here is the case I need your help with. I have a data mart with mln records I would like to create a dataset with direct query to  it and published in power bi premium. To do that I set up the connection using powerbi desktop and publish to server. As it is mlns of records it takes an hour to load data before publishing. Is there any other way to do that? Say, create connection in desktop without pooling whole data or create connection from premium server directly bypassing desktop?