So it's been 4 months and my struggles with Power bi continues. The .net developer I once remains only a bleak memory.
So yesterday the client thought about securing reports, I appreciate the step and suggested embedding them in SharePoint Web parts and securing the access from the desktop app. The client wasn't thrilled with my suggestion as his clients might not have SharePoint, valid point. Instead he wants me to create a small web app with a login page to share the public web url of the reports.
He can't trust client by giving them direct urls but will trust them to login first and then have the url....