How to replicate a Excel text-to-column date conversion

I export data from one of our services and the dates come out in mm/dd/yyyy format.  In Excel 2016 I can convert this very easily to dd/mm/yyyy in place without having to create any new columns. This is done by:

1. Text to columns
2. Uncheck delimiters
3. Choose 'Dates' and choose your appropriate format, see below:


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 How would I replicate this in Power BI? At the moment I'm having to do the conversion in Excel before I import which is frustrating. I could somehow split columns at the "/" and then recombine but this seems too much work.  Any simpler suggestions?

Thanks.