Installation of Analysis Services Connector should test the connection with impersonation at the end

Step 1: Install the Analysis Services Connector and start the configuration
Step 2: It prompts you to log into Power BI and you log in as x@y.onmicrosoft.com
Step 3: Enter the yourdomain\SSASAdmin credentials and the Tabular server name
Step 4: Enter the friendly name, etc.
Step 5: Please add a new screen which says, "Your connector is configured successfully. Click TEST to test a connection. It will connect under yourdomain\SSASAdmin, confirm that user is an SSAS Admin, then will connect again including EffectiveUserName=x@y.onmicrosoft.com on the connection string to confirm you have AD federated properly so SSAS and yourdomain can impersonate that user."

This should proactively warn users about the most common configuration issue with the SSAS connector:
http://www.artisconsulting.com/blogs/greggalloway/Lists/Posts/Post.aspx?ID=27