Following the instructions here:
I registered my app here:
Using my account (Power BI pro account)
as a native app.
I fill all the fields and click on the "register app" button at the bottom of the page and get my ID.
Now, the step 8 from the doc says that the permissions needs to be Granter by the Azure Global Admin. The problem is that the admin does not see my app in his list. Why?!?
Still havent found an explanation for this, but we found a work around: The global admin created the app (he is also a PowerBi Pro user), granted the permission and switched the owner to me.