Pulling Azure Security data into Power BI Desktop using Graph Security API: How to set permissions in Azure AD

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I'm attempting to connect the Microsoft Graph Security API Connector to Power BI Desktop. Everything seems to work okay until I try to set 'Application' or advanced 'Delegated' authorizations so I can execute GET commands, such as '/security/securityActions', '/security/TiIndictors' and '/security/securityEvents'.

When using the Graph Security API Connector in Power BI, it automatically connects to my Azure tenant as a Service Principle (e.g. Enterprise Application) with an App ID = 'cab163...'. However, this Enterprise Application doesn't have an intuitive way to add additional permissions.

The documentation https://learn.microsoft.com/en-us/power-bi/desktop-connect-graph-security only talks about Delegated authorization.

Any guidance would be helpful. I'm sure it's an easy solution - it's seriously eluding me.

Thanks!

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To set permissions for Application Only mode, please refer to the Application permissions section. Your app needs to be consented by an administrator.