We had been struggling with converting UTC times to local time with daylight savings in the Power BI service. We didnt find any of the solutions here or in linked blogs worked for us. We had a ticket open with support for over 2 months and eventually learned it's not supported.
You'll see there are some solutions that say it is supported when using DateTimeZone.ToLocal(). However, if the dataset refreshes in the service it will revert to UTC. Per support, this is expected behavior.
We came up with an M query to workaround the issue and thought we'd share. I'm sure there's a better way to do this, probably with DAX, but this is a quick/dirty workaround at least. I'll post it in a reply so it can be marked answered.