Power BI with Business Central
With the existing items, you unfortunately have to pull in the DimensionSetEntries web service and join it to the G_LEntries web service based on the dimension set ID column. You'll need to create additional queries in Power Query based on the DimensionSetEntries object to separate the dimensions.
However, I'm going to get another way for you that will make it easier.
Here's a better way.
Start by creating a new web service. Search for web services.
On the next window you will be able to select many more columns, including the dimensions.
Select Publish.
Voila!
Go into Power BI and select this new object.
You can also create a data set based on the dimension set values or multiple data sets based on them by using the filter option. Then you'll have your dimension code names.