horopleth map of France visual which allows you to drilldown on 4 levels of detail : region, department, district and city. There is no additional mapping or import of geojson to do to make it work.
You can either use name or INSEE code for regions, departments and districts. Regarding cities, you have to use INSEE code (concatenation of departement's code and city's code) because multiple cities have the same name.
If you have trouble to make the visual work, you can use this data file as dimension table with French regions, departments, districts and cities :