Since by the day, Microsoft announced small multiples for Power BI this month, we were waiting to get some time, read about this, explore this and implement it. Finally, we understood it this week and got a chance to implement too in our real life use case. So, let’s look at our experience with this –
First of all, this is in preview as of now so must be enabled explicitly under the options as highlighted below –

Next, before knowing how and where to use, let’s first understand what actually is this new feature – It splits a visual into multiple visuals which are presented side-by-side and this split is done by the dimension that you choose as part of the original visual configuration. This is like partition by that dimension and for each partition, you visual is duplicated representing only that partition’s data. You can see this in the picture below –

As I mentioned that we implemented this in our real life scenario so I just masked some titles to preserve the confidentiality. We created only one visual and then small multiples did the split by the dimension that we specified into multiple charts, each chart representing the data w.r.t. each split partition.
By default, the visual is split into 2×2 grid but you configure this as per your preference –

If there are more splits then a scroll bar is added automatically to generate all the charts for all the partitions.
You will notice that as you scroll down too, X axis and Y axis both remains synchronized along all the charts i.e. all the multiple charts are represented as a single visual with one X-axis and Y-axis.
Currently, this feature is available for bar/column, line and area charts only i.e. you can split only these visuals for now.
You can further customize few settings under the visual’s formatting tab –

Also, you will find another sort option for small multiples under “more options” menu of the visual –

Microsoft seems to invest heavily in this feature as to provide more flexibilities and expanding its use case in the upcoming releases. But even at the beginning, this looks like a great feature and don’t forget to share your feedback to help Microsoft in maturing its capabilities.
At the end, would like to remind that this feature is currently in preview and we used it for our some internal implementation. For any client production workloads please consider the preview as appropriate.