Login into Microsoft MFA set up portal
Click "Security Info"
Click "Add Method"
Click "I want to use a different authenticator app" (Do not click Next")
Now, click "Next"
Keep this window open, and do NOT click "Next" yet.
Then, follow the instruction below to program your SafeID token with the QR code
After you have successfully programmed the token with the QR code, you can return to the browser window.
Use the SafeID/Diamond token that you just programmed to generate a passcode, then enter the passcode in the above window
A new method called "Authenticator app" is now added into your account, as shown above.