Hi Randy
I am trying to achieve the same result you are after. I have a Power BI report with several pages, and I would like to filter one of the pages with the value from the selector.
Power BI allows to filter a report using query string parameters in the URL. See this link. In theory, if you replace the "value" part with the field being used in the category selector you could be filtering the report.
In my case, I can add the report to the Dashboard and users can visualize the whole report and interact with it (as you did). The filter using the URL parameters works fine when I embed the URL within a different app (not the Operational Dashboards, I am using ArcGIS Enterprise, not AGOL) . However, when I embed the Power BI report, with the URL parameters included, the report is not rendered within the Dashboard, with the following problem:
Refused to frame 'https://app.powerbi.com/' because an ancestor violates the following Content Security Policy directive: "frame-ancestors 'self' https://teams.powerbi.com https://teams.microsoft.com https://outlook.office.com https://outlook-sdf.office.com https://outlook.office365.com https://outlook-sdf.office365.com https://www.office.com *.www.office.com".
I haven't tried using a report with a single page.
Andres