Poor Performance using Azure SQL Database and Direct Query

[supton]

Hello! I was just wondering if anyone else has experienced very poor performance using Direct Query on an Azure SQL Database. I have limited the number of rows that I am using in my queries but this doesnt seem to make much of a difference. Even with > 100 DTU's allocated in the Azure SQL Database, any query made from power BI pushes the DTU percentage to 100% and power BI still seems to process quite slowely. On my largest table, I have < 500 thousand rows and < 20 columns, which I don't see as an unreasonable amount. Most of the other tables have < 100 thousand. How can I improve performance? I realize that importing is the ideal situation for power BI, but I believe direct query to be more scalable in terms of storage; I previously ran everything importing but I had too many records to actually schedule a refresh and power BI would break.