OData in PowerBI

Can anyone point me to a simple tutorial for reading linked data in PowerBI from an exposed Odata source? We have a Customer entity and an Ethnicity entity, and have exposed these in an OData source. The association between the two is (*-1): Customer *-1 Ethnicity and this is what we see in PowerBI: As far as I can tell the OData source was set up to expose associations as links, so how do we get a link between the Customer and the Ethnicity? I’ve seen some forum questions that seem to indicate you can get to the data by going to something like http://localhost:8080/odata/CustomerData/v1/Customers(1234567890)/Ethnicitys where the 1234567890 is the customer id, but how do you set that up as a relationship in Power BI please? It feels like we’re missing such a basic step here.
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