Excel Power Query Refresh fails for a shared file owner on SharePoint using Office 365 Business Prem

I have recently generated several Excel spreadsheets on our office 365 sharepoint drive.  I use Power Query in Excel to manipulate data and generate Pivot reports in the excel spreadsheets.  All references to the excel spreadheets use web links and not local drive directories.  All of the files have been shared with a co-worker.  While the co-worker can sync the files locally to their machine and open the files, they cannot refresh the data.  My co-worker receives the following error: [Exception of type "Microsoft.Mashup.Engine.Interface.ResourceAccessForbiddenException" was thrown].  We are both using our Organization Account credentials to access the data source.  I suspect that this is where the issue is originating, but looking for a workaround, since we both need to access, edit and refresh the excel files and the corresponding power queries.