Auth0 as an external provider

How can we implement Auth0 as an external provider with Identity Server

Auth0 supports several authentication protocols (OpenID Connect/OAuth 2.0, SAML and WS-Federation) when acting as an identity provider so the first step would be to select a protocol that is supported by Identity Server (when acting as service provider/relying party).

Once the protocol is chosen there would be configuration requirements in both sides of the system in order to establish the trust relationship, but those steps would vary by protocol.

I am interested in doing the same, currently i am getting this error

“sub claim is missing”