Power BI has built-in small multiple functions for bar, line, and area charts, but it has very limited customization possibilities. You can use the following methods for customization:
Custom Visuals:
Deneb (Vega-lite-based) - Supports fully customizable facet plots.
Charticulator - Allows comprehensive customization of small multiples.
R or Python Visuals: Use ggplot2 (R) or seaborn (Python) to construct complicated facet plots.
Alternative Methods:
Separate visuals but linked with synchronized slicers that resemble facet plots.
Make a custom matrix-type visualization with separate charts per row.
Organize your data properly with category-based groupings to allow for interactive filtering and drill-through. Let me know if you need a comprehensive guide on how to do it!