These are the steps to establish a paginated report having an interactive drill-through from within a Power BI dashboard:
Drill-through Parameters Must Be Enabled: In the Power BI Report Builder, declare parameters that are capable of accepting values from the Power BI dashboard. Ensure that the parameters correspond to the fields that users will click on in the dashboard.
Passing Filters over Drill-Through URL: Create the Drill-through action in Power BI Desktop by generating the URL dynamically to pass any selected values to the paginated report. This URL is built using the REPORTURL() function in DAX, and parameter values will go into the query string.
Ensuring a Nice User Experience: Publish the paginated report onto the Power BI Service, embed it within the dashboard, and test the navigation. When a data point is clicked, it should pop up the paginated report will display data pre-filtered according to the user's selection.