Hi @David Baker ,
Welcome to Microsoft Q&A forum and thanks for reaching out.
Currently it is not possible to use OPENROWSET with RBAC for Cosmos. This is a known gap and the product team confirmed that they have noted this request and evaluate it.
I would also recommend you to please share your feedback in IDEAS forum - https://feedback.azure.com/d365community
All the feedback shared in this forum are actively monitored and reviewed by respective product owners.
Also please do share your feedback link once it is posted so that we can share it with relevant owners.
Hope this info helps.
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