Thanks @Alexi_Antonino for this information, it helped me solve my issue.
After finally getting the gateway setup properly with the connector, I was still getting the error message “We cannot convert a value of type Record to type Text” every time I tried to to refresh my published dataset on PowerBI cloud/service. I converted all my Power Query tables to use your method instead of using the navigation list. After re-publishing, it refreshed with no errors!