PowerBI - apply single field filter to multiple datasets?

Full disclosure, I am a powerBI n00b. I am working on a report for data generated by an external system. This system exports data into different tabs in an excel sheet(lame, I know). I am needing to get a single filter to filter data from all 4 data sets. Let's say this column is last name. I have tried to create these relationships, and it seems to work....however I am convinced this is not the proper way to handle this.

• Dataset1.Lastname -- Dataset2.Lastname
• Dataset2.Lastname -- Dataset3.Lastname
• Dataset3.Lastname -- Dataset4.Lastname

Cardinality of Many to Many, and a cross filter direction of both for each relationship

Does anyone know of a better way? Thanks in advance(and I apologize for being obtuse)!