Tuning advisor with Extended events?
Unfortunately you cannot do this with Extended events unless the data from XE can be converted into the format that DTA uses or can be stored in the tables generated by DTA.

Not recommended though but Trace is is still available, so can be used if you want.

You can even use DMV's for finding missing indexes, etc.

Also worth mentioning Aaron's post : Don't just blindly create those "missing" indexes!, since you are using DTA for analysis.