Import Multiple SharePoint Lists as One Dataset share

Hi,

I've just watch Greg Low's webinar where he imported multiple CSV files from a folder in to one dataset by changing the filepath to look at the folder containing all these files.

Is it possible to do the same with SharePoint Lists? I have 3 lists in SharePoint all with the same structure. I've previously had to import all 3 to Power BI Desktop then append them all together to create one dataset. But there's so much data that it's slow to do a refresh is it's now refreshing 4 datasets. I want to be able to combined them all in to one dataset without the need to append.

When I try to link to a SharePoint Folder my lists don't appear. But when I just link to a SharePoint list, the 3 files appear and upload separately.

Is this possible?

Thanks,

mjholland