Hi @BrandenRobinson,
The documentation states that localhost routes can be set for Allowed Callback URLs inside the application settings, but not the Application Login URI. However, you can set an application login URI by replacing localhost with 127.0.0.1, but you will still be required to use https. For example, the URI https://127.0.0.1:3000 will be valid.
Otherwise, as an alternative, you can set your application login URI to be the /authorize call specific to the application, such as:
https://{{your_auth0_domain}}/authorize?response_type=code&client_id={{client_id}} &redirect_uri=https://127.0.0.1:3000
Please keep in mind that to use https on local environments, you will need a signed TLS certificate. If I am not mistaken, you should be able to use mkcert, a cross-platform CA.
If you have any other questions, let me know!
Have a good one,
Vlad