One of the key components to getting the label information into Power BI is to use the odata.include-annotationsodata.include-annotations=/OData.Community.Display.V1.FormattedValue/ as the Prefer Header in the Web Data Source. This would assist us to get the underlying text (label) of the OptionSet. On the right is a screenshot of a simple example.
This solution worked perfecting well for the incident table but I am unable to use this solution for custom entities.
Specifically, when I was to get the data from the incident table (OOB entity, i used this method, as seen in the screen shot belowwhen I try using same method to get data for a custom entity, I get the error message below: