Not sure what solution you have went with, you may want to consider use Synapse Link.
I followed this page (https://learn.microsoft.com/en-us/dynamics365/fin-ops-core/dev-itpro/power-platform/enable-virtual-entities) to enable the entities I was interested in. You may need to change the Allow Row Version Change tracking property in Visual Studio, if the entity you want isn't available.
I waited for a couple hours and then I followed this page:
https://learn.microsoft.com/en-us/power-apps/maker/data-platform/azure-synapse-link-data-lake
You might be able to see your table show up sooner, I didn't time it exactly.
Click Manage tables, wait for it to load, then search for ‘mserp’, this should show the entities that you had set to be visible previously.
Select the entities that you are interested in and click Save.
After it finishes syncing and shows an Active Sync status, approximately 20-30 minutes, you should be able to use SQL Management Studio to connect to your synapse link database, see the mserp_ entity table and use it in a query.
From what I've seen so far, it performs well.
Hope this helps!