Power BI Service - OAuth2 - External Tenant

Hello, I am trying to connect to a sharepoint folder, located in a external tenant. 

(My Main tenant has a guest account on this external tenant) 

This uses OAuth2 authentication.

Works fine on PBI Desktop but not in Power BI Service.

I have seen that Microsoft have stated the following ; 

"If you want to connect to a data source from Power BI service by using OAuth2, the data source must be in the same tenant as the Power BI service. Currently, multi-tenant connection scenarios aren't supported with OAuth2."

Are there any workarounds for this ?

Kind Regards