As of May 2019 Power BI Desktop has the ability to run a Performance Analyzer (which can be displayed via the View ribbon)
This allows you to record the timings of various operations within your Power BI report.
This feature shows you a breakdown of timings for each of your visuals in a tree layout. But you can also export the raw performance data to a json file.
DAX Studio allows you import the performance data and loads into to grid where you can see all the data in a grid where you can sort and filter the data. You can then double-click to bring a single slow query into the editor where you can then work on it to improve the performance.