Hi @fjrodriguez
The short answer is yes, its possible and I would recommend using React framework for Databricks Apps, as both AppKit and Power BI JavaScript SDK are browser oriented JavaScript components.
You need to keep in mind that despite having both Genie and Power Bi embedded inside a single app, they both have operate in two separate authentication/authorization surfaces, not one shared semantic context. There isnt currently a native integration between Genie and Power BI.