Ok so I followed these instructions to set up continuous export of my application insights data
https://docs.microsoft.com/en-us/azure/application-insights/app-insights-export-telemetry
And then I follow the instructions in Power BI (Get Data -> Azure -> Azure Blob Storage) to get this query :
= AzureStorage.Blobs("<blobContainerStorageUrl>")
where <blobContainerStorageUrl> is url to my blob container storage.
Then it comes back with data but the data is rows of filenames pertaining to the blob data in the blob container. I found somewhere how to grab the data contained within the files : https://community.powerbi.com/t5/Desktop/azure-blob/td-p/92058 but since the filetypes are ".blob" it can't parse the data inside properly which is all JSON due to how Azure AI built it into the Blob Storage. I feel I'm pretty close just need to get the data parsed out better.
In other words, how does one combine the Continuous Export from Azure Application Insights with Power BI?
Related Post I saw mentions Stream Analytics which I hope I can skip this middle process if I possible now : https://community.powerbi.com/t5/Service/Data-not-appearing-in-PowerBI/td-p/24648