Private key JWT using jwks.json

I need to use Private key JWT authentication method. I have a jwks.json from a third party service which I need to interact with. Every key in it has a predefined key id in “kid” filed. Auth0 dashboard expects a public key in pem format. I’ve converted a key from jwks into pem but it looks like “kid” is not preserved in pem format. After adding a key using “Add new Credential” dialog I see that it has a key id which is different from “kid” in jwks.json. As a result the third party service can’t be authorized as it supplies “kid” from the jwks.json but Auth0 expects “kid” to be equal to the generated “Key ID”.
Is it possible to manually enter a Key ID for a public key? Have I missed a correct way of converting jwks.json into pem which preserves “kid”?

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Also wondering about this functionality. We want to use “Private key JWT authentication” with a 3rd party authentication provider (Microsoft Entra Id) but Entra regularly rotates credentials meaning we can’t just upload its public key and forget about it