Dr. Matthias Wong put together a step-by-step guide, but what I find especially valuable for data analysts is how comprehensive it is. (see link below)
One tip that can save you hours of debugging:
Give Copilot these three DAX rules upfront:
- Prefix every variable with
var_ - Always use single quotes for table references
- Use single quotes for HTML attributes, so your DAX strings don’t turn into an endless escaping nightmare
Small rules, but they can make a surprisingly big difference when you’re asking Copilot to generate more complex DAX and HTML.
Definitely worth keeping this one bookmarked. 
LinkedIn: 