I actually found the answer with some Googling - it’s all described in this question from 18 months ago, where the person who posted the question had exactly the same difficulty as me.
Not sure if any Auth0 staff members are going to come across this, but if you do - the post I’ve linked to has lots of suggestions for how to improve the documentation around this area, which were made in response to an Auth0 employee asking if the documentation should be improved. None of the suggestions have been implemented as far as I can see, but if they had been, it would have saved me the trouble of trying to figure it out all over again.