What is the best practice to setup Microsoft Azure AD connection?

Hi team.
I am following this doc to setup Microsoft Azure AD connection.

My integration always requires the user to add additional authentications from the MS side, this is due to the custom settings policy of each organization, as far as I know. Is there a configuration I can apply from the Azure side, or from the Auth0 side, to minimize the scope so that users can easily pass this authentication step?

Thanks in advance.