Very specific question on Using OPENROWSET in PBI with a multivalued parameter

Hi, sorry for the delayed reply.
Thanks for your response (and yes, we need to use linked servers, that is another story, though let me clarify:

See the code below.   This was calling a proc called "RunMyProc " and passing in a single string key parameter.   That worked fine.

I changed the proc to receive a long CSV string for multiple keys - inside the SQL proc, I'd convert the long CSV to a table variable and join on it.

However, I can't find the "magic syntax" that will allow me to pass @KeyValue as a comma-separated list of strings.

@Keyvalue is a parameter coming from a slicer tied to a parameter that allows a mult-select.

So I might have a list of keys that the user selects....out of 1,000, it might be

101
104
105
107

I want to pass that list of four keys (or 8 keys, or whatever) to the proc, using DirectQuery below.
And I'm stuck on the syntax - Maybe because I came from SSRS, I'm used to doing this with SSRS and T-SQL and strings, and I'm stuck. 

Again, here is the syntax I'm trying to modify, and I'm stuck.    Thanks


= Sql.Database("SERVERNAME", "DATABASE" ,
   [Query="SELECT * FROM OPENROWSET #(lf)('SQLNCLI','server=SERVER ;uid=ID;pwd=PW',
        'EXEC DATABASE.DBO.RunMyProc  """ & @KeyValue & """')"]