In general, you should reduce the number of columns you import via Power Query to the minimum you require. Here is a quick technique to make that a bit easier.
If you are initially importing lots of columns and you are trying to reduce the number, here is an easy way to do that.
On the Home ribbon in the Power Query window, the Choose Columns drop down allows you to go to specific column or to remove columns.
When you select Choose Columns, all the columns are listed. You can untick the columns you don’t want to import and click OK – job done.
This can help speed up the column selection process.