The OpenID configuration in the Startup class is basically the one you find in the article. There shouldn’t be any relevant changes for Razor.
Maybe you have double-checked it, but this seems the typical case when the Allowed Callback URL doesn’t exactly match the callbackPath you defined in the OpenID configuration options.
Please, ensure that the signin-auth0 URL in the Auth0 dashboard matches the configured URL, including the protocol scheme and the trailing slash.